bt: call nvs_flash_init in examples, show error if NVS is not initialized

bt: call nvs_flash_init in examples, show error if NVS is not initialized

NVS is used to store PHY calibration data, WiFi configuration, and BT
configuration. Previously BT examples did not call nvs_flash_init,
relying on the fact that it is called during PHY init. However PHY init
did not handle possible NVS initialization errors.

This change moves PHY init procedure into the application, and adds
diagnostic messages to BT config management routines if NVS is not
initialized.