makeConfig should return an error

### Subject of the issue

When starting conduit with a data directory that has the wrong permissions, errors occur that do not halt the program.

```
{"__type":"Conduit","_name":"main","level":"error","msg":"Unable to create plugin data directory: mkdir data/importer_algod: permission denied","time":"2023-03-31T12:38:56Z"}
```

After seeing this error conduit continued to run until a later error crashes the program.

### Solution

Modify `makeConfig` to propagate errors from `MkdirAll` and check them in `pipeline.go:Init()`.