Gracious me.  Ever since this patch

  commit 37445780
  Author: Jan Stolarek <jan.stolarek@p.lodz.pl>
  Date:   Fri Jul 11 13:54:45 2014 +0200

      Injective type families

TcRnMonad.askNoErrs has been wrong. It looked like this

   askNoErrs :: TcRn a -> TcRn (a, Bool)
   askNoErrs m
    = do { errs_var <- newTcRef emptyMessages
         ; res  <- setErrsVar errs_var m
         ; (warns, errs) <- readTcRef errs_var
         ; addMessages (warns, errs)
         ; return (res, isEmptyBag errs) }

The trouble comes if 'm' throws an exception in the TcRn monad.
Then 'errs_var is never read, so any errors are simply lost.

This mistake was then propgated into DsMonad.dsWhenNoErrs, where
it gave rise to Trac #13642.

Thank to Ryan for narrowing it down so sharply.

I did some refactoring, as usual.