Selectively handle HTTP 404 from Stagecraft

Handle an HTTP 404 from Stagecraft only if we requested an invalid
data-set by name.

Stagecraft should never respond with HTTP 404 when we request *all*
data-sets or data-group/data-type combination (instead it would return
an empty list) so we shouldn't swallow that HTTP 404.
Slightly improve the error logging

- Log all HTTP errors in full
- Log the response content (JSON) we got back from Stagecraft