Better error handling when fetching URLs

Regular file existence checks are part of the configuration validation logic.
However, URLs are only fetched during the actual patching process.
The following changes were implemented to improve error handling of URL download:

1. Downloading all URLs (of all patches) as the initial step of the patching process so we can stop on error before any patch was applied.
2. Raise an exception if the HTTP status code is not success.

Full Changelog: v1.10.0...v1.10.1