I recommend using HTTP::Tiny
also has getstore
You'll want to check the status of the response to determine if it was fully saved. You can also get the expected length of the file in the headers and check that when the download finishes without error. Some sort of verification of the file downloaded is always a good idea, however you do it.
I don't know how either module deals with chunked content. This won't matter unless you're pulling from and endpoint that may potentially chunk the responses.