Fix the "make depend" check in GitLab CI

"make depend" prints errors to stderr, not to stdout. This means that the check for "make depend" errors currently used in the definition of every build job in GitLab CI could never fail. Fix that check by redirecting stderr to stdout. Also employ tee to prevent the output of "make depend" from being hidden in the job log. (While using tee hides the exit code of "make depend" itself, the next line still checks for errors anyway.)

See #2228 (closed)