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

@@ -0,0 +1,59 @@
+#!/usr/bin/env bash
+#
+# Copyright (c) 2018-present The Bitcoin Core developers
+# Distributed under the MIT software license, see the accompanying
+# file COPYING or http://www.opensource.org/licenses/mit-license.php.
+
+export LC_ALL=C
+
+set -o errexit -o pipefail -o xtrace
+
+export CI_RETRY_EXE="/ci_retry --"
+
+pushd "/"
+
+${CI_RETRY_EXE} apt-get update
+# Lint dependencies:
+# - cargo (used to run the lint tests)
+# - curl/xz-utils (to install shellcheck)
+# - git (used in many lint scripts)
+# - gpg (used by verify-commits)
+${CI_RETRY_EXE} apt-get install -y cargo curl xz-utils git gpg
+
+PYTHON_PATH="/python_build"
+if [ ! -d "${PYTHON_PATH}/bin" ]; then
+  (
+    ${CI_RETRY_EXE} git clone --depth=1 https://github.com/pyenv/pyenv.git
+    cd pyenv/plugins/python-build || exit 1
+    ./install.sh
+  )
+  # For dependencies see https://github.com/pyenv/pyenv/wiki#suggested-build-environment
+  ${CI_RETRY_EXE} apt-get install -y build-essential libssl-dev zlib1g-dev \
+    libbz2-dev libreadline-dev libsqlite3-dev curl llvm \
+    libncursesw5-dev xz-utils tk-dev libxml2-dev libxmlsec1-dev libffi-dev liblzma-dev \
+    clang
+  env CC=clang python-build "$(cat "/.python-version")" "${PYTHON_PATH}"
+fi
+export PATH="${PYTHON_PATH}/bin:${PATH}"
+command -v python3
+python3 --version
+
+${CI_RETRY_EXE} pip3 install \
+  codespell==2.4.1 \
+  lief==0.16.6 \
+  mypy==1.4.1 \
+  pyzmq==25.1.0 \
+  ruff==0.5.5 \
+  vulture==2.6
+
+SHELLCHECK_VERSION=v0.8.0
+curl -sL "https://github.com/koalaman/shellcheck/releases/download/${SHELLCHECK_VERSION}/shellcheck-${SHELLCHECK_VERSION}.linux.x86_64.tar.xz" | \
+    tar --xz -xf - --directory /tmp/
+mv "/tmp/shellcheck-${SHELLCHECK_VERSION}/shellcheck" /usr/bin/
+
+MLC_VERSION=v0.19.0
+MLC_BIN=mlc-x86_64-linux
+curl -sL "https://github.com/becheran/mlc/releases/download/${MLC_VERSION}/${MLC_BIN}" -o "/usr/bin/mlc"
+chmod +x /usr/bin/mlc
+
+popd || exit