How to force Inno Setup setup to fail when Run command fails?

I did it this way:

1. Write error message (either abort confirmation message or just notification message) to temporary file {tmp}\install.error using Inno Setup's BeforeInstall parameter with SaveStringToUTF8File procedure. You can use Inno Setup's constants, such as {cm:YourCustomMessage}.

2. Use Windows command shell cmd.exe /s /c to run desired program. Also use conditional execution of del command with && - https://www.microsoft.com/resources/documentation/windows/xp/all/proddocs/en-us/ntcmds_shelloverview.mspx. So error message file would be deleted if command succeed (exit code 0). Please be aware of special quotes handling in cmd.exe /s /c. Use code below as example.

3. Check existence of error message file {tmp}\install.error using Inno Setup's AfterInstall parameter with either ConfirmInstallAbortOnError or NotifyInstallAbortOnError procedures depending on error severity. They will abort install with proper notification or confirmation (and optional presenting of log file) and perform rollback using Exec(ExpandConstant('{uninstallexe}'), ...

4. ShouldAbortInstallation global variable is used to keep status. Inno Setup's ShouldSkipPage(PageID: Integer) function is used to hide final page. All commands in [Run] section should use Check parameter with CheckInstallationIsNotAborted function. It will prevent their execution after failure at some point.

See example below. Hope this helps.

[CustomMessages]
InstallAbortOnErrorConfirmationMessage=An error has occurred during setup.%nAbort installation?
InstallAbortOnErrorNotificationMessage=An error has occurred during setup.%nInstallation will be aborted.
RunProgram1ErrorMsg=Post installation phase 1 failed. Should abort install?
RunProgram2ErrorMsg=Post installation phase 2 failed. Installation will be aborted. Please, contact tech support.
RunProgram1StatusMsg=Post installation phase 1 is in progress
RunProgram2StatusMsg=Post installation phase 2 is in progress

[Run]
; Write error text to file. Delete file on succeed. Abort installation if file exists after command execution.
Filename: "cmd.exe"; Parameters: "/s /c "" ""{app}\program1.exe"" /param1 /param2:""val2"" && del /F /Q ""{tmp}\install.error"" """; \
  WorkingDir:"{app}"; Flags: runhidden; \
  BeforeInstall: SaveStringToUTF8File('{tmp}\install.error', '{cm:RunProgram1ErrorMsg}', False); \
  AfterInstall: ConfirmInstallAbortOnError('{tmp}\install.error', '{app}\logs\setup.log'); \
  StatusMsg: "{cm:RunProgram1StatusMsg}"; \
  Check: CheckInstallationIsNotAborted;
Filename: "cmd.exe"; Parameters: "/s /c "" ""{app}\program2.exe"" && del /F /Q ""{tmp}\install.error"" """; \
  WorkingDir:"{app}"; Flags: runhidden; \
  BeforeInstall: SaveStringToUTF8File('{tmp}\install.error', '{cm:RunProgram2ErrorMsg}', False); \
  AfterInstall: NotifyInstallAbortOnError('{tmp}\install.error', '{app}\logs\setup.log'); \
  StatusMsg: "{cm:RunProgram2StatusMsg}"; \
  Check: CheckInstallationIsNotAborted;

[Code]
var
  ShouldAbortInstallation: Boolean;

procedure SaveStringToUTF8File(const FileName, Content: String; const Append: Boolean);
var
  Text: array [1..1] of String;
begin
  Text[1] := Content;
  SaveStringsToUTF8File(ExpandConstant(FileName), Text, Append);
end;

function LoadAndConcatStringsFromFile(const FileName: String): String;
var
  Strings: TArrayOfString;
  i: Integer;
begin
  LoadStringsFromFile(FileName, Strings);
  Result := '';
  if High(Strings) >= Low(Strings) then
    Result := Strings[Low(Strings)];
  for i := Low(Strings) + 1 to High(Strings) do
    if Length(Strings[i]) > 0 then
      Result := Result + #13#10 + Strings[i];
end;

procedure ConfirmInstallAbortOnError(ErrorMessageFile, LogFileToShow: String);
var
  ErrorCode: Integer;
  ErrorMessage: String;
begin
  ErrorMessageFile := ExpandConstant(ErrorMessageFile);
  LogFileToShow := ExpandConstant(LogFileToShow);

  Log('ConfirmInstallAbortOnError is examining file: ' + ErrorMessageFile);
  if FileExists(ErrorMessageFile) then
  begin
    Log('ConfirmInstallAbortOnError: error file exists');

    { Show log file to the user }
    if Length(LogFileToShow) > 0 then
      ShellExec('', LogFileToShow, '', '', SW_SHOW, ewNoWait, ErrorCode);

    ErrorMessage := LoadAndConcatStringsFromFile(ErrorMessageFile);
    if Length(ErrorMessage) = 0 then
      ErrorMessage := '{cm:InstallAbortOnErrorConfirmationMessage}';
    if MsgBox(ExpandConstant(ErrorMessage), mbConfirmation, MB_YESNO) = IDYES then
    begin
      Log('ConfirmInstallAbortOnError: should abort');
      ShouldAbortInstallation := True;
      WizardForm.Hide;
      MainForm.Hide;
      Exec(ExpandConstant('{uninstallexe}'), '/SILENT', '', SW_HIDE,
           ewWaitUntilTerminated, ErrorCode);
      MainForm.Close;
    end;
  end;
  Log('ConfirmInstallAbortOnError finish');
end;

procedure NotifyInstallAbortOnError(ErrorMessageFile, LogFileToShow: String);
var
  ErrorCode: Integer;
  ErrorMessage: String;
begin
  ErrorMessageFile := ExpandConstant(ErrorMessageFile);
  LogFileToShow := ExpandConstant(LogFileToShow);

  Log('NotifyInstallAbortOnError is examining file: ' + ErrorMessageFile);
  if FileExists(ErrorMessageFile) then
  begin
    Log('NotifyInstallAbortOnError: error file exists');

    { Show log file to the user }
    if Length(LogFileToShow) > 0 then
      ShellExec('', LogFileToShow, '', '', SW_SHOW, ewNoWait, ErrorCode);

    ErrorMessage := LoadAndConcatStringsFromFile(ErrorMessageFile);
    if Length(ErrorMessage) = 0 then
      ErrorMessage := '{cm:InstallAbortOnErrorNotificationMessage}';

    MsgBox(ExpandConstant(ErrorMessage), mbError, MB_OK);
    Log('NotifyInstallAbortOnError: should abort');
    ShouldAbortInstallation := True;
    WizardForm.Hide;
    MainForm.Hide;
    Exec(ExpandConstant('{uninstallexe}'), '/SILENT', '', SW_HIDE,
         ewWaitUntilTerminated, ErrorCode);
    MainForm.Close;
  end;
  Log('NotifyInstallAbortOnError finish');
end;

function ShouldSkipPage(PageID: Integer): Boolean;
begin
  Result := ShouldAbortInstallation;
end;

function CheckInstallationIsNotAborted(): Boolean;
begin
  Result := not ShouldAbortInstallation;
end;

As far as I'm concerned, you have to use [Code] section for that, run the files with Exec function, check ResultCode upon return and run your uninstall script.