Add some useful outputs to debug errors

[brayanhenao]

Add outputs to the download_file_http function:

• Print the URL from which the file is downloaded.
• Print the parameters of the HTTP Call.
• In the case there is an HTTP error, print the status and the body of it.

[flavorjones]

Thank you! I've kicked off CI and will take a closer look tomorrow.

[flavorjones]

@brayanhenao Thanks again for proposing this. After reading, my primary concern is that HTTP proxy credentials may be leaked into a log when used.

Would you be open to dropping that line from this PR? Alternatively, this might be a good time to introduce a debug or verbose option to the constructor's **kwargs parameter. WDYT?

[flavorjones]

Bumping this, @brayanhenao did you want to try to make any of those changes?

[brayanhenao]

Hi, @flavorjones I'll find some time this weekend/next week to make the change!