When an error occurs and we set the task to failed via
the `DataFrameAnalyticsTask.setFailed` method we do not
persist progress. If the job is later restarted, this means
we do not correctly restore from where we can but instead
we start the job from scratch and have to redo the reindexing
phase.
This commit solves this bug by persisting the progress before
setting the task to failed.
Backport of #61782