C# - ThreadAbortException (WebClient Using DownloadFile To Grab File From Server)?

Referencing my Earlier Question, regarding downloading a file from a server and handling exceptions properly. I am positive that I had this solved, then in classic programming fashion, returned days later to frustratingly find it broken

Updated code:

private static void GoGetIt(HttpContext context)
{
var directoryInfoOfWhereTheDirectoryFullOfFilesShouldBe = new FileInfo(......); [code]....

This was working fine, and returning the zip, otherwise if the file didn't exist returning 404. Then on the client side I could handle this:

public bool Download()
{
try
{
using (var client = new WebClient()) [code]....

But the problem now is two things.

1) I get System.Threading.ThreadAbortException: Thread was being aborted in the server side try-catch block. Usually this was just a file not found exception. I have no idea what or why that new exception is throwing?

2) Now that a different exception is throwing on the server side instead of the file not found, it would seem I can't use this set up for the application, because back on client side, any exception is assumed to be filenotfound.]