The rosenpass init paths (NewManager/Run) returned without calling
e.close(), leaking the WireGuard interface and other partially
initialized state on failure. Per-branch cleanup was easy to miss when
adding new early returns.
Convert Start to a named error return and tear down via a single defer
that calls e.close() whenever err != nil, removing the scattered
per-branch close() calls (including the redundant one in initFirewall).
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