Resolve some coverity complaints in test_util_glob().

Coverity's first complaint was that we didn't check the return
values from chmod.  That's easily fixed.

Coverity's second complaint was that there were code paths where we pass
NULL to chmod.  For example, if this line failed, we'd "goto done",
and then pass NULL to chmod.
  tt_ptr_op(dirname, OP_NE, NULL);

Closes #40103.  Bug not in any released Tor.