[execution][local] Improve setup handling

With Python 3.7, the runner failing its creation
doesn't propagate the same as with Python 3.6.
4 jobs for improve_setup_exception_handling in 27 minutes and 16 seconds (queued for 2 seconds)
Status Job ID Name Coverage
  Build
passed #172053
docker-build
build_linux_36

00:18:13

64.0%
passed #172054
docker-build
build_linux_37

00:18:47

64.0%
passed #172051
macosx
build_macosx_36

00:26:55

64.0%
passed #172052
macosx
build_macosx_37

00:27:13

64.0%