Log errors earlier

[paulineribeyre]

Improvements

• Log download-multiple errors earlier, in addition to logging all errors at the end

[paulineribeyre]

@mfshao:

you can only do prints BEFORE the pb pool has started. This is an limitation of cheggaaa/pb https://github.com/cheggaaa/pb/blob/master/README_V1.md#multiple-progress-bars-experimental-and-unstable that you really cannot print to terminal when the pb pool is activated.
And I don’t think this is doable even in the latest V3 of cheggaaa/pb because cheggaaa/pb#110 is still open.
and this is the intention why for the sections that has pb pool involved, we only send printouts to a channel and print them all after we are done with progress bars.
maybe this is an better option https://github.com/vbauerster/mpb but need some effort to replace and test.