[3.9] Backport GH-20440: Set p->error_indicator in more places (GH-20457)

diff --git a/Parser/pegen/pegen.c b/Parser/pegen/pegen.c
index b858b6b..6608fd8 100644
--- a/Parser/pegen/pegen.c
+++ b/Parser/pegen/pegen.c
@@ -808,10 +808,12 @@
     }
     char* s = PyBytes_AsString(t->bytes);
     if (!s) {
+        p->error_indicator = 1;
         return NULL;
     }
     PyObject *id = _PyPegen_new_identifier(p, s);
     if (id == NULL) {
+        p->error_indicator = 1;
         return NULL;
     }
     return Name(id, Load, t->lineno, t->col_offset, t->end_lineno, t->end_col_offset,
@@ -904,6 +906,7 @@
 
     char *num_raw = PyBytes_AsString(t->bytes);
     if (num_raw == NULL) {
+        p->error_indicator = 1;
         return NULL;
     }
 
@@ -916,11 +919,13 @@
     PyObject *c = parsenumber(num_raw);
 
     if (c == NULL) {
+        p->error_indicator = 1;
         return NULL;
     }
 
     if (PyArena_AddPyObject(p->arena, c) < 0) {
         Py_DECREF(c);
+        p->error_indicator = 1;
         return NULL;
     }