ref(docs): Improve @sentry/cli installation docs and error message

[lobsterkatie]

MOVING TO DRAFT UNTIL PROBLEMS DETAILED IN #1348 (comment) ARE SOLVED

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This makes the following changes regarding @sentry/cli installation:

• Update the error message when downloading fails to mention the SENTRYCLI_USE_LOCAL option and link to README.
• Create separate @sentry/cli section in README.
• Add SENTRYCLI_USE_LOCAL option to new section.
• Add instructions for using a custom CDN, and a helper script for custom CDN setup.

[github-actions]

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## Unreleased

- Improve `@sentry/cli` installation docs and error message ([#1350](https://github.com/getsentry/sentry-cli/pull/1350))

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[szokeasaurusrex]

@lobsterkatie Looks like this PR has been open for awhile. Are the changes still relevant, and if yes, is the PR ready to be reviewed?