[CNG] [CI] curl can fail silently

Summary

Not all curl commands in various scripts contain -f or --fail, meaning there can be silent failures that are easy to miss.

For example: gitlab-org/build/CNG!917 (merged)

Steps to reproduce

$ curl https://github.com/mikefarah/yq/releases/download/4.19.1/yq_linux_amd64
Not Found

$ echo $?
0

$ curl -f https://github.com/mikefarah/yq/releases/download/4.19.1/yq_linux_amd64
curl: (22) The requested URL returned error: 404

$ echo $?
22

Current behavior

curl fails silently if there's a problem reaching the URL.

Expected behavior

curl fails explicitly when there's a problem reaching the URL.