Document persistence failure behavior for all events

[tnull]

We addressed most of #2097 in #2995.

However, we still need to document for each event type what the expected persistence failure behavior is, especially if we fail to persist ChannelManager (see https://github.com/lightningdevkit/rust-lightning/pull/2995#discussion_r1678013891).

[TheBlueMatt]

Ugh, we should really have gotten to this...