Use set -e to catch errors in all scripts (open-telemetry#2347)

Author: johnbley

Diff for: exporter/opentelemetry-exporter-prometheus-remote-write/proto/generate-proto-py.sh

@@ -1,4 +1,5 @@
 #!/bin/bash
+set -e
 
 PROM_VERSION=v2.39.0
 PROTO_VERSION=v1.3.2

Diff for: scripts/prepare_release.sh

@@ -1,5 +1,6 @@
 #!/bin/bash
-#
+set -e
+
 # This script:
 #   1. parses the version number from the branch name
 #   2. updates version.py files to match that version