Phase 12a swallowed curl's stderr (2>/dev/null), so the persistent windows-arm64
"curl download failed" was undiagnosable. Two changes: (1) add --noproxy '*' so
curl never routes the local 127.0.0.1 test server through a proxy env var -- a
strong candidate since the app's own WinHTTP downloader reaches the server in
Phase 14 while only msys2 curl fails, instantly; (2) print curl's stderr on
failure so the actual reason is visible if it persists. Harmless on all
platforms (the smoke server is always local).
Signed-off-by: Martin Vogel <martin.vogel.tech@gmail.com>