Use bash for install script and retain on failure

The actual install script needs bash, not sh. Use the provided bash from the binary closure.

Also, on failure, retain the downloaded files so the user can fix issues and run the script again. The actual install script prompts the user to do certain things like running things as root if needed.
*facepalm* you're right, sorry about that. In that case the install-from-closure script should be changed to only use sh. It already has `#! /usr/bin/env bash` but it shouldn't.