drm/nouveau/kms: Fix failure path for creating DP connectors

It looks like that when we moved nouveau over to using drm_dp_aux_init()
and registering it's aux bus during late connector registration, we totally
forgot to fix the failure codepath in nouveau_connector_create() - as it
still seems to assume that drm_dp_aux_init() can fail (it can't).

So, let's fix that and also add a missing check to ensure that we've
properly allocated nv_connector->aux.name while we're at it.

Signed-off-by: Lyude Paul <lyude@redhat.com>
Reviewed-by: David Airlie <airlied@linux.ie>
Fixes: fd43ad9d ("drm/nouveau/kms/nv50-: Move AUX adapter reg to connector late register/early unregister")
Cc: <stable@vger.kernel.org> # v5.14+
Link: https://patchwork.freedesktop.org/patch/msgid/20220526204313.656473-1-lyude@redhat.com