cmake: gnu: Fix debugging when GDB fails to load because of Python

GDB can be built with or without Python support. When built with Python
support this can cause a particular problem: The gdb executable relies
on shared libraries that are bound to a specific Python version. But
since most Linux distributions typically ship with a single version, it
is very difficult to choose which one to target when building GDB.
When GDB executes, if it fails to load the shared libraries it will exit
immediately with an error code of 127 and output resembling this:

/home/carles/bin/zephyr-sdk/arm-zephyr-eabi/bin/arm-zephyr-eabi-gdb:
error while loading shared libraries: libpython3.8.so.1.0: cannot open
shared object file: No such file or directory

There are two known approaches to shipping multiple gdb executables:

- The Zephyr SDK ships a default gdb with Python enabled, and then a
  separate gdb-no-py executable with Python disabled
- GNU Arm Embedded ships with a default gdb with Python disabled, and an
  additional gdb-py with Python enabled

To mitigate the problem of not being able to debug, fall back to a
'gdb-no-py' if it exists whenever the standard gdb executable fails to
even run.

Signed-off-by: Carles Cufi <carles.cufi@nordicsemi.no>