lint: add errchecks (#5316)

## Description

Work towards enabling errcheck

ref #5059

proxy/multi_app_conn.go

@@ -157,16 +157,24 @@ func (app *multiAppConn) killTMOnClientError() {
 
 func (app *multiAppConn) stopAllClients() {
 	if app.consensusConnClient != nil {
-		app.consensusConnClient.Stop()
+		if err := app.consensusConnClient.Stop(); err != nil {
+			app.Logger.Error("error while stopping consensus client", "error", err)
+		}
 	}
 	if app.mempoolConnClient != nil {
-		app.mempoolConnClient.Stop()
+		if err := app.mempoolConnClient.Stop(); err != nil {
+			app.Logger.Error("error while stopping mempool client", "error", err)
+		}
 	}
 	if app.queryConnClient != nil {
-		app.queryConnClient.Stop()
+		if err := app.queryConnClient.Stop(); err != nil {
+			app.Logger.Error("error while stopping query client", "error", err)
+		}
 	}
 	if app.snapshotConnClient != nil {
-		app.snapshotConnClient.Stop()
+		if err := app.snapshotConnClient.Stop(); err != nil {
+			app.Logger.Error("error while stopping snapshot client", "error", err)
+		}
 	}
 }
 

proxy/multi_app_conn_test.go

@@ -35,7 +35,8 @@ func TestAppConns_Start_Stop(t *testing.T) {
 
 	time.Sleep(100 * time.Millisecond)
 
-	appConns.Stop()
+	err = appConns.Stop()
+	require.NoError(t, err)
 
 	clientMock.AssertExpectations(t)
 }
@@ -71,7 +72,11 @@ func TestAppConns_Failure(t *testing.T) {
 
 	err := appConns.Start()
 	require.NoError(t, err)
-	defer appConns.Stop()
+	t.Cleanup(func() {
+		if err := appConns.Stop(); err != nil {
+			t.Error(err)
+		}
+	})
 
 	// simulate failure
 	close(quitCh)