Added a way to check if there was downloading errors

[Klaim]

This is part of mamba integration.

[wolfv]

I would also not mind using std::optional instead of pointers.

[Klaim]

@wolfv I would prefer that too indeed, but the member being a std::unique_ptr so I followed that logic. I will look into the details see if we can just return the error object by value, I suspect there is an issue preventing that.