[efi] Report local file errors during download, rather than on opening

[efi] Report local file errors during download, rather than on opening

iPXE is designed around fully asynchronous I/O, including asynchronous
connection opening.  Almost all errors are therefore necessarily
reported as occurring during an in-progress download, rather than
occurring at the time that the URI is opened.

Local file access is currently an exception to this: errors such as
nonexistent files will be encountered while opening the URI.  This
results in mildly unexpected error messages of the form "Could not
start download", rather than the usual pattern of showing the URI, the
initial progress dots, and then the error message.

Fix this inconsistency by deferring the local filesystem access until
the local file download process is running.

Signed-off-by: Michael Brown <mcb30@ipxe.org>