feat(download): Use specific code and exception when download fails to create local file

[AlvaroBrey]

No description provided.

[github-actions]

SpotBugs (new)

Warning Type	Number
Bad practice Warnings	9
Correctness Warnings	35
Internationalization Warnings	6
Malicious code vulnerability Warnings	43
Multithreaded correctness Warnings	3
Performance Warnings	12
Security Warnings	1
Dodgy code Warnings	31
Total	140

SpotBugs (master)

Warning Type	Number
Bad practice Warnings	10
Correctness Warnings	35
Internationalization Warnings	6
Malicious code vulnerability Warnings	43
Multithreaded correctness Warnings	3
Performance Warnings	12
Security Warnings	1
Dodgy code Warnings	31
Total	141

[AlvaroBrey]

Superseded by #1069 (as the previous branchname was not buildable as snapshot)