Fail fast when non-existent URL passed to docker build

This PR is to address issue talked in #115 
@smarterclayton @csrwng @mfojtik lemme know what do you think?

The other thing is, I'd like to extend our integration tests a little bit, as it was talked some time ago on IRC with possibility to test e.g. this as well. I'll working on it as well, unless told otherwise.