Explicit failure + error message when cache is not writable

[bbockelm]

When we fail to create a cache (missing directory, for example), instead of immediately downloading an moving on, we should fail loudly.

The silent failure can allow daemons to hammer the JWKS URI repeatedly for long periods of time.

The error message in this case should be well-written -- whoever reviews the eventual PR should pay attention to whether it'd make sense to a sysadmin.