Save xrd_errors as job artifacts for test_client_gfal2

It seems that currently these are not saved as job artifacts, see for example this pipeline and job run.

Even though there are errors like this one:

ERROR with xrootd xattr get for file 0941, full logs in /dev/shm/cbfdd62d-f2fb-4b6b-ad82-06f1d7cafe80/XATTRGET_0941

there is no file named XATTRGET_0941 in the artifacts, with more details about the error.