HTTP Fetcher does not remove temp files if it throws an exception

This is spin-off of #3155929: Http Fetcher receiving 304s Do not clear out their queue items.. In comment 2, I describe:

One more issue I've discovered around this, this fetch method starts be creating the temporary file with FileSystemInterface::tempnam(), but if it hits that 304 and throws that excepton, it never cleans up the file. This might not be problem in many systems, but in a load balanced environment, that might be using a non-standard temporary directory, this becomes a big problem as there are no ways to clean this up unless you have devised something separate to handle this. I've mentioned this problem before in another issue #2912130: Missing temporary files in load balanced environments.