The no_migrate save state flag is currently only checked in the
last phase of migration.  This means that we potentially waste
a lot of time and bandwidth with the live state handlers before
we ever check the no_migrate flags.  The error message printed
when we catch a non-migratable device doesn't get printed for
a detached migration.  And, no_migrate does nothing to prevent
an incoming migration to a target that includes a non-migratable
device.  This attempts to fix all of these.

One notable difference in behavior is that an outgoing migration
now checks for non-migratable devices before ever connecting to
the target system.  This means the target will remain listening
rather than exit from failure.

Signed-off-by: Alex Williamson <alex.williamson@redhat.com>
Signed-off-by: Michael S. Tsirkin <mst@redhat.com>