Print errors when creating directories in makefile

[dmcilvaney]

Merge Checklist

All boxes should be checked before merging the PR (just tick any boxes which don't apply to this PR)

• The toolchain has been rebuilt successfully (or no changes were made to it)
• The toolchain/worker package manifests are up-to-date
• Any updated packages successfully build (or no packages were changed)
• Packages depending on static components modified in this PR (Golang, *-static subpackages, etc.) have had their Release tag incremented.
• Package tests (%check section) have been verified with RUN_CHECK=y for existing SPEC files, or added to new SPEC files
• All package sources are available
• cgmanifest files are up-to-date and sorted (./cgmanifest.json, ./toolkit/scripts/toolchain/cgmanifest.json, .github/workflows/cgmanifest.json)
• LICENSE-MAP files are up-to-date (./LICENSES-AND-NOTICES/SPECS/data/licenses.json, ./LICENSES-AND-NOTICES/SPECS/LICENSES-MAP.md, ./LICENSES-AND-NOTICES/SPECS/LICENSE-EXCEPTIONS.PHOTON)
• All source files have up-to-date hashes in the *.signatures.json files
• sudo make go-tidy-all and sudo make go-test-coverage pass
• Documentation has been updated to match any changes to the build system
• Ready to merge

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Summary

2.0 backport of #12335

Change Log

• Update the Makefile's create_folder function to print stderr if any is generated by mkdir.

Does this affect the toolchain?

NO

Associated issues

• https://microsoft.visualstudio.com/OS/_workitems/edit/56157284

Test Methodology

• Full build: https://dev.azure.com/mariner-org/mariner/_build/results?buildId=734272&view=results
• Sanity test: https://dev.azure.com/mariner-org/mariner/_build/results?buildId=734274&view=results (note, this failed since the sanity test can only build stable/preview branches, but the directory creation part worked).