Fix Coverity warnings

Addressing multiple Coverity defects similar to this one:
Defect type: CHECKED_RETURN
check_return: Calling "curl_easy_setopt(curl, _curl_opt, _curl_trace)"
without checking return value. This library function may fail and return
an error code.

src/common/oscap_acquire.c

@@ -326,18 +326,59 @@ char* oscap_acquire_url_download(const char *url, size_t* memory_size)
 		return NULL;
 	}
 
-	struct oscap_buffer* buffer = oscap_buffer_new();
-
-	curl_easy_setopt(curl, CURLOPT_URL, url);
-	curl_easy_setopt(curl, CURLOPT_WRITEFUNCTION, write_to_memory_callback);
-	curl_easy_setopt(curl, CURLOPT_WRITEDATA, buffer);
-	curl_easy_setopt(curl, CURLOPT_ACCEPT_ENCODING, "");
-	curl_easy_setopt(curl, CURLOPT_TRANSFER_ENCODING, true);
-	curl_easy_setopt(curl, CURLOPT_FOLLOWLOCATION, true);
-	curl_easy_setopt(curl, CURLOPT_VERBOSE, true);
-	curl_easy_setopt(curl, CURLOPT_DEBUGFUNCTION, _curl_trace);
-
-	CURLcode res = curl_easy_perform(curl);
+	CURLcode res;
+
+	res = curl_easy_setopt(curl, CURLOPT_URL, url);
+	if (res != 0) {
+		oscap_seterr(OSCAP_EFAMILY_NET, "Failed to set CURLOPT_URL to '%s': %s", url, curl_easy_strerror(res));
+		return NULL;
+	}
+
+	res = curl_easy_setopt(curl, CURLOPT_WRITEFUNCTION, write_to_memory_callback);
+	if (res != 0) {
+		oscap_seterr(OSCAP_EFAMILY_NET, "Failed to set CURLOPT_WRITEFUNCTION to write_to_memory_callback: %s", curl_easy_strerror(res));
+		return NULL;
+	}
+
+	res = curl_easy_setopt(curl, CURLOPT_ACCEPT_ENCODING, "");
+	if (res != 0) {
+		oscap_seterr(OSCAP_EFAMILY_NET, "Failed to set CURLOPT_ACCEPT_ENCODING to an empty string: %s", curl_easy_strerror(res));
+		return NULL;
+	}
+
+	res = curl_easy_setopt(curl, CURLOPT_TRANSFER_ENCODING, true);
+	if (res != 0) {
+		oscap_seterr(OSCAP_EFAMILY_NET, "Failed to set CURLOPT_TRANSFER_ENCODING to true: %s", curl_easy_strerror(res));
+		return NULL;
+	}
+
+	res = curl_easy_setopt(curl, CURLOPT_FOLLOWLOCATION, true);
+	if (res != 0) {
+		oscap_seterr(OSCAP_EFAMILY_NET, "Failed to set CURLOPT_FOLLOWLOCATION to true: %s", curl_easy_strerror(res));
+		return NULL;
+	}
+
+	res = curl_easy_setopt(curl, CURLOPT_VERBOSE, true);
+	if (res != 0) {
+		oscap_seterr(OSCAP_EFAMILY_NET, "Failed to set CURLOPT_VERBOSE to true: %s", curl_easy_strerror(res));
+		return NULL;
+	}
+
+	res = curl_easy_setopt(curl, CURLOPT_DEBUGFUNCTION, _curl_trace);
+	if (res != 0) {
+		oscap_seterr(OSCAP_EFAMILY_NET, "Failed to set CURLOPT_DEBUGFUNCTION to _curl_trace: %s", curl_easy_strerror(res));
+		return NULL;
+	}
+
+	struct oscap_buffer *buffer = oscap_buffer_new();
+	res = curl_easy_setopt(curl, CURLOPT_WRITEDATA, buffer);
+	if (res != 0) {
+		oscap_seterr(OSCAP_EFAMILY_NET, "Failed to set CURLOPT_WRITEDATA as buffer: %s", curl_easy_strerror(res));
+		oscap_buffer_free(buffer);
+		return NULL;
+	}
+
+	res = curl_easy_perform(curl);
 	curl_easy_cleanup(curl);
 
 	if (res != 0) {