nl80211: improve error handling

 - introduce a new nl80211_request() which combines nl80211_msg() with
   nl80211_send() to simplify calling code

 - always invoke nl80211_free() in nl80211_send() and remove explicit
   nl80211_free() invocations in callers

 - back out early on netlink errors in functions performing multiple
   calls, e.g. when fetching scan results

Signed-off-by: Jo-Philipp Wich <jo@mein.io>