lua/merger: fix NULL dereferences on error paths

There are two situations that may lead to a NULL dereference.

First, when an attempt to create a merge source is failed. Now only OOM
may trigger this code path. Reproducing it in a test is tricky, so I
left it without a test case.

Second, when an attempt to create a merger is failed. The reason of the
fail may be a 'wrong' key_def: when we unable to create a tuple format
from it. Say, when the key_def defines several key parts using the same
field, but marks them with different field types.

Fixes #5450