Both modal download paths ran _apply_settings_internal() on a worker
thread and then unconditionally marked the progress dialog complete.
Since _apply_settings_internal() swallows every exception internally,
a download that failed or was cancelled still ended with "Complete!",
the dedicated except blocks below (the "Download cancelled" and
Whisper-not-installed branches) were unreachable, and the swallowed
path built and ran a Gtk.MessageDialog from the download thread, off
the main loop.
Give _apply_settings_internal() a raise_errors flag and pass it from
the two thread call sites. Their handlers become reachable and already
report through the progress dialog via GLib.idle_add, so failures now
surface with the real reason and no Gtk work happens off the main
loop. Main-loop callers keep the old contract: swallow, show the error
dialog, return False.
