Retry downloads for lower level connection issues.

If the download fails due to a lower level socket issue the retry logic
should still be used. ConnectionResetError was observed in CI but
adding ConnectionError to the except tuple.

ConnectionError is higher in the exception hierarchy.

https: //github.com/python/cpython/blob/main/Lib/test/exception_hierarchy.txt
Change-Id: I90aa899dffd9aca716953f12e9a0cd7057d262e6