thermal: core: Add and use cooling device guard

Add and use a special guard for cooling devices.

This allows quite a few error code paths to be simplified among
other things and brings in code size reduction for a good measure.

No intentional functional impact.

Signed-off-by: Rafael J. Wysocki <rafael.j.wysocki@intel.com>
Link: https://patch.msgid.link/5837621.DvuYhMxLoT@rjwysocki.net


Reviewed-by: Lukasz Luba <lukasz.luba@arm.com>