CI: Auto report when nightlies fail to build

[lithomas1]

So it turns out, our wheel builders have been failing on Windows for 3 weeks.

Part of this is on me, I think I saw the failures a while back, and thought a PR fixed them, but I forgot to double check.

In the future, though, it'll be nice to have a bot that opens an issue when the wheel builders fail, so we can fix failures earlier, and keep track of things like flaky failures.

I'll try to write something up.

[agriyakhetarpal]

Here's how xarray started doing it, it could be helpful: pydata/xarray#4583. Edit: they have switched to using https://github.com/xarray-contrib/issue-from-pytest-log which to them is more robust and has cleaner code.