ci: Add missing errexit to lint CI install

Otherwise, a possible failure is silently ignored.

Also, rename the file, while touching it, to clarify installing is the
first step.

ci/lint/01_install.sh

@@ -6,6 +6,8 @@
 
 export LC_ALL=C
 
+set -o errexit -o pipefail -o xtrace
+
 export CI_RETRY_EXE="/ci_retry --"
 
 pushd "/"