Zstd: Don't leave errors behind if loading library failed. #21

Job	Run time
cygwin (windows-2019, win64, -DCMAKE_C_COMPILER=gcc --strict-warnings no-fips enable-unstable-qlog)	30m 22s
minimal (windows-2019)	8m 2s
minimal (windows-2022)	8m 19s
plain (windows-2019)	16m 31s
plain (windows-2022)	16m 50s
shared (windows-2019, win64, enable-fips enable-unstable-qlog)	27m 43s
shared (windows-2019, win32, --strict-warnings no-fips enable-unstable-qlog)	30m 16s
shared (windows-2022, win64, enable-fips enable-unstable-qlog)	26m 58s
shared (windows-2022, win32, --strict-warnings no-fips enable-unstable-qlog)	30m 23s
	3h 15m 24s

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