Avoid crashing on Log File opening

Avoid crashing on Log File opening

Stockfish crashes immediately if users enter a wrong file name (or even an existing
folder name) for debug log file. It may be hard for users to find out since it prints
nothing. If they enter the string via a chess GUI, the chess GUI may remember and
auto-send to Stockfish next time, makes Stockfish crashes all the time. Bug report by
Nguyen Hong Pham in this issue: https://github.com/official-stockfish/Stockfish/issues/2365

This patch avoids the crash and instead prefers to exit gracefully with a error
message on std:cerr, like we do with the fenFile for instance.

Closes https://github.com/official-stockfish/Stockfish/pull/2366

No functional change.