Better error message when download fails
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From our discussions in https://github.com/huggingface/datasets/issues/3269 and https://github.com/huggingface/datasets/issues/3282 it would be nice to have better messages if a download fails.

In particular the error now shows:
- the error from the HEAD request if there's one
- otherwise the response code of the HEAD request

I also added an error to tell users to pass `use_auth_token` when the Hugging Face Hub returns 401 (Unauthorized).

While paying around with this I also fixed a minor issue with the `force_download` parameter that was not always taken into account
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