Proper error when rewrite fails during install.

Proper error when rewrite fails during install.

When Curl tries to fetch the rewrite test URL and something goes wrong the user
has no clue what was the problem. This problems can include:
- The rewriting not working at all.
- HTTPS redirects do not work.
- Curl does not accept the presented SSL cert.

This commit fixes this by providing the Curl error message to the user to further
debug the problem.

Fixes #3629.~