windows: Handle registry lookup failures correctly.

windows: Handle registry lookup failures correctly.

RegOpenKeyEx() and RegQueryInfoKey() return system error codes directly,
not by setting the thread-local errno equivalent that is returned by
GetLastError().

When returning SP_ERR_FAIL, our API specifies that sp_last_error_code()
may be called immediately afterwards to get the system error code. In
this case that would not work, as it would call GetLastError() and miss
the directly-returned result.

We therefore need to call SetLastError() with the error code before
returning with SP_ERR_FAIL.