In the bash man page under the section for shell builtin commands the set command is explained. -e and -u can be set separately, but are often combined when debugging along with -x to set -eux or in the shebang to #!/bin/bash -eux
-e Exit immediately if a pipeline (which may consist of a single simple
command), a list, or a compound command (see SHELL GRAMMAR above), exits
with a non-zero status. The shell does not exit if the command that fails
is part of the command list immediately following a while or until keyword,
part of the test following the if or elif reserved words, part of any
command executed in a && or || list except the command following the final
&& or ||, any command in a pipeline but the last, or if the command's
return value is being inverted with !. If a compound command other than a
subshell returns a non-zero status because a command failed while -e was
being ignored, the shell does not exit. A trap on ERR, if set, is executed
before the shell exits. This option applies to the shell environment and
each subshell environment separately (see COMMAND EXECUTION ENVIRONMENT
above), and may cause subshells to exit before executing all the commands
in the subshell.
-u Treat unset variables and parameters other than the special parameters "@"
and "*" as an error when performing parameter expansion. If expansion is
attempted on an unset variable or parameter, the shell prints an error
message, and, if not interactive, exits with a non-zero status.
