tools, icu: actually failover if there are multiple URLs

Building on #23269, if multiple ICU download URLs are present, try the
next one in case of error.

Part of the ICU 63.1 bump, but independent code-wise.
https://github.com/nodejs/node/issues/23244

PR-URL: https://github.com/nodejs/node/pull/23715
Fixes: https://github.com/nodejs/node/issues/22344


Reviewed-By: Refael Ackermann <refack@gmail.com>
Reviewed-By: Richard Lau <riclau@uk.ibm.com>
Reviewed-By: Gus Caplan <me@gus.host>
Reviewed-By: Michael Dawson <michael_dawson@ca.ibm.com>