Build Script Updates, master branch (2021.03.08.)

This MR should finish the harmonisation of the build scripts for all projects, done previously in !39481 (merged) and !39733 (merged).

It introduces a common script for handling the cloning/checkout of the atlas/atlasexternals sources. (Build/AtlasBuildScripts/build_ne_project_externals.sh where ne is meant to stand for No Externals) Then it makes the existing Build/AtlasBuildScripts/setup_project_build_env.sh script a little smarter to support "external-less" projects as well.

• Note: As suggested by Frank, the new script is finally called Build/AtlasBuildScripts/checkout_project_externals.sh.

While doing this, I also found some small issues in the existing build scripts with their error reporting, which I also tried to fix to the best of my abilities.

This is to fix the problems reported with running CTest tests in the DetCommon nightlies, in ATLINFR-4000.

P.S. I had to find that AthDataQuality doesn't actually build out of the box in the master branch at the moment. 😦 Fixing it should be easy, so at one point we'll probably want to look into it.