Rework Makefile to force sha512 verification of downloaded files

We had sha512 checksums here, but no automation was happening for the
verification, (instead there was only a "make checksums" file that
would have to be called manually).

We rework things here so that the checksum is verified on every file
that is downloaded. The rework simplifies the recipe for
download/verification to a single recipe for all dependencies (rather
than 4 recipes with a lot of duplicated logic).

The "make checksums" target is also renamed to "make deps" since it
can be used to force the downloading of all dependencies, (and it is
given the .PHONY treatment so that it always performs checksum
verification even if there is nothing new to download).