update-jenkins.sh will display this message when the last run moved the jenkins war out of the way but the download failed, leaving the user with a non-working Jenkins.
If you have a working Jenkins, that war file should be there…
So:
download the new war first (to a new name), and then only do the moves if the download succeeded (and only if the war has changed - otherwise there is no point shutting down Jenkins and making the user wait for a restart).
update-jenkins.sh will display this message when the last run moved the jenkins war out of the way but the download failed, leaving the user with a non-working Jenkins. If you have a working Jenkins, that war file should be there…
So: download the new war first (to a new name), and then only do the moves if the download succeeded (and only if the war has changed - otherwise there is no point shutting down Jenkins and making the user wait for a restart).