Miscellaneous fixes for agent testing and build processes

[fearful-symmetry]

This fixes a dozen small issues I ran into while trying to debug the latest round of buildkite issues. The biggest change is that when we build with EXTERNAL=false we now check to see how many packages are downloaded, and error out if nothing was downloaded. Other changes are mostly error handling improvements and logging improvements.

[elasticmachine]

Pinging @elastic/elastic-agent (Team:Elastic-Agent)

[mergify]

This pull request does not have a backport label. Could you fix it @fearful-symmetry? 🙏
To fixup this pull request, you need to add the backport labels for the needed
branches, such as:

• backport-v./d./d./d is the label to automatically backport to the 8./d branch. /d is the digit

NOTE: backport-skip has been added to this pull request.

[elasticmachine]

💚 Build Succeeded

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Build stats

• Start Time: 2023-10-27T15:56:16.388+0000

• Duration: 29 min 44 sec

Test stats 🧪

Test	Results
Failed	0
Passed	6577
Skipped	59
Total	6636

💚 Flaky test report

Tests succeeded.

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[elasticmachine]

🌐 Coverage report

Name	Metrics % (covered/total)	Diff
Packages	98.824% (84/85)	👍
Files	66.885% (204/305)	👍
Classes	66.011% (369/559)	👍 0.061
Methods	53.062% (1161/2188)	👍 0.021
Lines	39.407% (13699/34763)	👍 0.036
Conditionals	100.0% (0/0)	💚

[elastic-sonarqube]

SonarQube Quality Gate

0 Bugs
0 Vulnerabilities
0 Security Hotspots
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0.0% Duplication