In migration 0022, ProjectApplication's field `chain' is altered from
a plain integer field to a foreign key. This triggers a south command
to create an index for the said field. However, it seems that sqlite
creates this index automatically, before the create_index command is
issued, which subsequently fails. A check is added here, to handle
this case by skipping the create_index command.

Also, reinstate the data migration part, removed by commit 64c5e1e,
but only if db.dry_run is false. In sqlite, before actually applying
it, a migration is first dry run, in which case data-altering code
should not be run.