The theme files in the catppuccin/ghostty repo have a .conf
extension (catppuccin-mocha.conf), not bare filenames. The previous
URL returned 404, causing the download to silently fail while still
printing "installed". The file is saved without the extension since
that is how Ghostty resolves theme names.

Also add error handling so a failed download returns early instead
of printing a false success message.

Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>