Return failure in state override scheme parsing

This is necessary to define the behavior of the Location object’s
protocol attribute, which throws on syntax errors rather than silently
ignoring them as other protocol setters do.

Tests: web-platform-tests/wpt#4412.

This is the cleanup work mentioned in
whatwg/html@f0a7365
that is happening way late.

url.bs

@@ -1262,7 +1262,11 @@ string <var>input</var>, optionally with a <a>base URL</a> <var>base</var>, opti
      <var>state</var> to <a>no scheme state</a>, and decrease
      <var>pointer</var> by one.
 
-     <li><p>Otherwise, <a>syntax violation</a>, terminate this algorithm.
+     <li>
+      <p>Otherwise, <a>syntax violation</a>, return failure.
+
+      <p class=note>This indication of failure is used exclusively by {{Location}} object's
+      {{Location/protocol}} attribute.
     </ol>
 
    <dt><dfn>scheme state</dfn>
@@ -1329,7 +1333,12 @@ string <var>input</var>, optionally with a <a>base URL</a> <var>base</var>, opti
      <a>no scheme state</a>, and start over (from the first code point
      in <var>input</var>).
 
-     <li><p>Otherwise, <a>syntax violation</a>, terminate this algorithm.
+     <li>
+      <p>Otherwise, <a>syntax violation</a>, return failure.
+
+      <p class=note>This indication of failure is used exclusively by {{Location}} object's
+      {{Location/protocol}} attribute. Furthermore, the non-failure termination earlier in this
+      state is an intentional difference for defining that attribute.
     </ol>
 
    <dt><dfn>no scheme state</dfn>