This continues the push of plumbing contexts through tendermint. I
attempted to find all goroutines in the production code (non-test) and
made sure that these threads would exit when their contexts were
canceled, and I believe this PR does that.
Closes#4603
Commands used (VIM):
```
:args `rg -l errors.Wrap`
:argdo normal @q | update
```
where q is a macros rewriting the `errors.Wrap` to `fmt.Errorf`.
