[SDK] Fix: run cleanup when BaseAgent.setup fails (#3765)

[josemiguel3125-sketch]

Description

Fixes #3765

BaseAgent.run() called self.setup() outside the try/finally block. If setup() raised an exception, self.cleanup() was never executed, leaking resources (open files, connections, locks).

Changes

• Moved self.setup() inside the try block so finally always runs self.cleanup()
• Added error logging when setup fails
• Both normal execution and cancellation paths still call cleanup

Tests

• test_cleanup_called_when_setup_fails — verifies cleanup is called after setup raises
• test_cleanup_called_on_normal_stop — verifies cleanup is called on graceful stop
• All existing tests pass: make test

Acceptance Criteria

• A regression test covers this SDK case
• The changed behavior is documented or asserted by the relevant test