Don't download HTML error pages in build-osx-libs.sh

[historic_bruno]

Currently the function download_lib in build-osx-libs.sh uses curl to download the source tarballs. However, the files might move or the URL may be incorrectly configured. In these cases, the error pages are saved with the tarball filename as a successful download, and the script proceeds as if nothing happened.

This can be resolved by adding the -f flag to curl, so it fails immediately on e.g. 404 errors.

Also, the -O flag could replace -o, but we need to verify both these flags are available on the oldest macOS we support, currently 10.9.