[sanitizer] Print errno for report file open failure

To help debug failures, specifically the llvm-avr-linux bot failure from
5c20d7db:

http://lab.llvm.org:8011/#/builders/112/builds/407/steps/5/logs/FAIL__MemProfiler-x86_64-linux-dynamic__log_path_t

Also re-enable the failing test which I temporarily disabled, to
see if this change will help identify why that particular log file can't
be opened for write on that bot (when another log file in the same
directory could earlier in the test).

Differential Revision: https://reviews.llvm.org/D90120