Emulate on_headers callback when the request failed

[ikapelyukhin]

If the HTTP client fails to connect or there's an SSL issue, on_headers callback isn't invoked, but on_complete is called instead -- which never fires the error handling on the response.

This should fix the flow of things and produce meaningful error messages, e.g.:

WARN -- : Error while mirroring metadata: repodata/repomd.xml - return code couldnt_connect
WARN -- : Error while mirroring metadata: repodata/repomd.xml - return code ssl_cacert

[Sergeykot]

LGTM 👍
the error messages is correct now (verified with no network and wrong DNS record)

I would mark CodeClimate warning as "wontfix"