all: Fix some linter errors (#5499)

I'm working through linter complaints, these are some fixes. Broad
categories:

1) Ignore errors where we can ignore errors: add "_ = ..." construct.
you can argue that this is annoying noise, but apart from silencing the
linter it *does* serve the purpose of highlighting that an error is
being ignored. I think this is OK, because the linter highlighted some
error cases I wasn't aware of (starting CPU profiles, for example).

2) Untyped constants where we though we had set the type.

3) A real bug where we ineffectually assigned to a shadowed err.

4) Some dead code removed.

There'll be more of these, because not all packages are fixed, but the
diff was already large enough.

lib/nat/interface.go

@@ -15,7 +15,7 @@ type Protocol string
 
 const (
 	TCP Protocol = "TCP"
-	UDP          = "UDP"
+	UDP Protocol = "UDP"
 )
 
 type Device interface {