Export and clean up net downloading script
Fixes https://github.com/official-stockfish/Stockfish/issues/5564
This patch extracts the net downloading script in Makefile into an
external script file. Also the script is moderately rewritten for
improved readability and speed.
* Use wget preferentially over curl, as curl is known to have slight
  overhead.
* Use command instead of hash to check if command exists. Reportedly,
  hash always returns zero in some POSIX shells even when the command
  fails.
* Command existence checks (wget/curl, sha256sum) are performed only
  once at the beginning.
* Each of common patterns is encapsulated in a function
  (get_nnue_filename, validate_network).
* Print out error/warning messages to stderr.
closes https://github.com/official-stockfish/Stockfish/pull/5563
No functional change
Co-authored-by: Disservin <disservin.social@gmail.com>