Fix NameError if you hit Ctrl-C during download

Forgot that it's yum.URLGrabError here, not URLGrabError. This doesn't
trigger on F19/F20 'cuz the interrupt callback stuff doesn't work in yum
there.
Improve log messages when the GPG key is missing

Before, if the GPG key was missing, you'd get:

  fedup.yum:check_keyfile() REJECTED: %s does not belong to any package

So - fix the misplaced format string, and actually check to see if the
file *exists* before bothering to look it up in RPMDB.