CI: Fix stress azure job

[maxknv]

• Fixes error handling in job script to early exit on server start failure
• Minor jobs renaming to align with other jobs

Changelog category (leave one):

• Not for changelog (changelog entry is not required)

Changelog entry (a user-readable short description of the changes that goes into CHANGELOG.md):

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Documentation entry for user-facing changes

• Documentation is written (mandatory for new features)

[clickhouse-gh]

Workflow [PR], commit [11e7d8d]

Summary: ❌

job_name	test_name	status	info	comment
Stress test (amd_msan)		failure
	Server died	FAIL
	Hung check failed, possible deadlock found (see hung_check.log)	FAIL
	Killed by signal (in clickhouse-server.log)	FAIL
	Fatal message in clickhouse-server.log (see fatal_messages.txt)	FAIL
	Killed by signal (output files)	FAIL
	Found signal in gdb.log	FAIL