influxdb 2.x: engine Data config `Validate()` is not called outside tests

The validate function here should be called in production (otherwise it doesn't have much utility)

https://github.com/influxdata/influxdb/blob/96bade409e73709bd01f9cadf1d745767887bfeb/tsdb/config.go#L184

The place to call it is here after the dirs are setup:

https://github.com/influxdata/influxdb/blob/2ffb108a270b076fafee03fda1a0dd9de631e4ff/storage/engine.go#L113-L117

Then NewEngine needs to be changed to return a `(*Engine, error)` as it can fail now and call sites updated.