Quote: "is it same for GetHTTPFileComplete() and GetHTTPFileProgress() too?"
No, GetHTTPFileComplete and GetHTTPFileProgress will not return error codes, and I've just noticed that the documentation is wrong here as it says it returns the same as GetHTTPResponseReady, which it doesn't. Those two commands will only tell you if the download has finished, you should still check GetHTTPResponseReady for an error.
However I've also just noticed that on Windows this doesn't work properly and it will always return a negative value for file downloads even if they were successful, I'll get this fixed for the next version. Other platforms look like they work correctly.