Improve error messages to show which HTTP request is the source of errors

[drumm]

Reported at https://www.drupal.org/project/infrastructure/issues/3477553#comment-15846902:

https://packagist-signed.drupalcode.org could not be fully loaded (Maximum allowed download size reached. Downloaded 1165080 of allowed 1165080 bytes), package information was loaded from the local cache and may be out of date

I can not debug this since I don’t know which HTTP request was only allowed 1165080 bytes. The specific URL being downloaded should be added.