Cover auth failure case before `It looks like there are 0 files associated with this Apollo Project.`

We have a graphql endpoint that requires authorization, when we properly pass `--header "Authorization: Bearer ..."` to `apollo client:download-schema`, things work nicely. When we don't, we get:

> ⚠️ It looks like there are 0 files associated with this Apollo Project. This may be because you don't have any files yet, or your includes/excludes fields are configured incorrectly, and Apollo can't find your files. For help configuring Apollo projects, see this guide: https://go.apollo.dev/t/config

https://github.com/apollographql/apollo-tooling/blob/a778ca162bdd20be9e60a914887302390c274644/packages/apollo-language-server/src/project/client.ts#L138-L141

This is fairly misleading/confusing and has resulted in myself and others wasting a lot of time trying to figure out if something else was wrong.

If apollo encounters a 4xx series error (especially 400/401), it'd be really helpful if it reported the url and error instead of just providing the current output.

Start with packages/apollo-language-server/src/project/client.ts around lines 138-141 and reproduce apollo client:download-schema against an authorization-required GraphQL endpoint, both with and without the Authorization header. Confirm that the unauthenticated 4xx response is surfaced with its URL and error instead of the misleading zero-files message.

Written by the indexing model from the issue text.