Check files without double loading

Hi: when I try to acces and load an external image (or video) using URLRequest, if the file does not exists I get an error that ignores the “Try-Catch”.

I have found some solutions to check the file, but it is said that the process, in fact, loads the file, and if it really exists, then it is loaded again!!!

Can somebody enlighten me? I think it is important enough to have a dedicated command, like in most languages.