Exit main process if error group goroutine returns error

[haoming29]

Fixes #661

• Fix the issue where Pelican won'y exit main process if error group goroutine returns error, unless an error returns in the main goroutine
• Fix the panic at the director when a cache advertise itself to the director, as we didn't have the case for cache when doing version compatibility check
• Improve logging at program exit to be consistent.
• Improve cache error group, remove duplicated exit handler that root.go already had.

However, this didn't fix the issue where when we exit the program with ctrl+c , xrootd reported error as it treated SIGINT similar as SIGSEGV. We might have to refactor some of the code in daemon/launch_unix.go. Created a separate issue for this: #672

[matyasselmeci]

Some tweaks; also the changes in director/redirect.go seem unrelated to this issue and should be in a separate PR.

[bbockelm]

A few changes requested. Also spotted another way shutdown could get stuck that's specific to the cache; should fix it while we're working in this area.

[bbockelm]

LGTM with latest revisions.

@joereuss12 - I believe you were the 7.4.0 release manager, right? If so, can you please backport this PR to that branch and do a bugfix release for @matyasselmeci?

[joereuss12]

Just cut a bugfix release!