Improve the `codelists check` CI action so that server errors are more obvious

[lucyb]

We recently had an issue with opencodelists.org, which caused GitHub Actions to be blocked. As the CI for researcher's study code relies on being able to access opencodelists.org, their pipelines failed.

This didn't prevent researchers from being able to write code or run jobs, but it wasn't clear why the CI workflow had failed and so it caused some confusion.

We should make these kinds of server/network failures more obvious to researchers. We could move this check into a separate workflow or provide a clearer error message to them or something else.