Put an error on the stack in the event of a fetch failure

Put an error on the stack in the event of a fetch failure

Fetch failures are a common problem and it is useful to have detailed
information about what was requested in the event of a failure.

Reviewed-by: Tomas Mraz <tmraz@fedoraproject.org>
Reviewed-by: Richard Levitte <levitte@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/11405)