CI Yaml Lint error doesn't display error for includes when local requests are disabled

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Problem to solve

When the Allow requests to the local network from hooks and services is disabled the CI Linter will fail with an syntax remote file is invalid error.

This causes confusion as its suppressing the real error (and the file actually is valid yaml).

Status: syntax is incorrect 

Error: Remote file 'https://10.0.2.15/root/public/raw/master/.before-script-template.yml' is not valid.

Further details

It looks like its due to the nil being returned on any error: https://gitlab.com/gitlab-org/gitlab-ee/blob/v11.2.3-ee/ee/lib/gitlab/ci/external/file/remote.rb

begin
  Gitlab::HTTP.get(location)
rescue Gitlab::HTTP::Error, Timeout::Error, SocketError, Gitlab::HTTP::BlockedUrlError
  nil
end

The error is being thrown here, but the error handler returns nil instead, which becomes invalid syntax.

irb(main):001:0> Gitlab::HTTP.get('https://10.0.2.15/root/public/raw/master/template.yml')
Gitlab::HTTP::BlockedUrlError: URL 'https://10.0.2.15/root/public/raw/master/template.yml' is blocked: Requests to localhost are not allowed

Proposal

Bubble up the error and return the root cause of the problem.

What does success look like, and how can we measure that?

Displaying the error during linting:

URL 'https://10.0.2.15/root/public/raw/master/template.yml' is blocked: Requests to localhost are not allowed

Links / references

Internal ZD: https://gitlab.zendesk.com/agent/tickets/102212