### Summary

To reproduce, run these commands where `ns.col` is the name of a collection you do not have installed and the value of `-p` is a valid collection path that exists:

`ansible-galaxy collection list ns.col -p collections/`
`$?`

The output of $? on devel is 0, but since the collection wasn't found it should be 1. The same issue exists for listing specific roles that do not exist.

To fix:
1. [This method](https://github.com/ansible/ansible/blob/stable-2.14/lib/ansible/cli/galaxy.py#L1494-L1502) needs to return the correct exit code from `execute_list_role` and `execute_list_collection`.

2. `execute_list_collection` and `execute_list_role` will need to be fixed to return 1 if a collection/role was requested and not found.
For example, on [this line ](https://github.com/ansible/ansible/blob/stable-2.14/lib/ansible/cli/galaxy.py#L1680) add
```python
        if not collection_found and collection_name:
            return 1
```

3. Add a new test to [this file](https://github.com/ansible/ansible/blob/stable-2.14/test/integration/targets/ansible-galaxy-collection/tasks/list.yml), similar to [this one](https://github.com/ansible/ansible/blob/stable-2.14/test/integration/targets/ansible-galaxy-collection/tasks/list.yml#L111-L116) that lists a single collection that does not exist. Then add an assert task following it to test that the command result's rc is 1.

4. Add a `bugfixes` [changelog fragment](https://docs.ansible.com/ansible/latest/community/development_process.html#creating-a-changelog-fragment).

### Issue Type

Bug Report

### Component Name

ansible-galaxy

### Ansible Version

```console
$ ansible --version
ansible [core 2.15.0.dev0]
```


### Configuration

```console
# if using a version older than ansible-core 2.12 you should omit the '-t all'
$ ansible-config dump --only-changed -t all
```


### OS / Environment

N/A

### Steps to Reproduce

<!--- Paste example playbooks or commands between quotes below -->
```bash (paste below)
ansible-galaxy collection list ns.col -p collections/
$?
```

### Expected Results

1

### Actual Results

```console
0
```


### Code of Conduct

- [X] I agree to follow the Ansible Code of Conduct
if artifacts_manager is not None:
            artifacts_manager.require_build_metadata = False
        output_format = context.CLIARGS['output_format']
        collections_search_paths = set(context.CLIARGS['collections_path'])
        collection_name = context.CLIARGS['collection']
        default_collections_path = AnsibleCollectionConfig.collection_paths
        collections_in_paths = {}
        warnings = []
        path_found = False
        collection_found = False
        for path in collections_search_paths:
            collection_path = GalaxyCLI._resolve_path(path)
            if not os.path.exists(path):
                if path in default_collections_path:
                    
                    continue
                warnings.append("- the configured path {0} does not exist.".format(collection_path))
                continue
            if not os.path.isdir(collection_path):
                warnings.append("- the configured path {0}, exists, but it is not a directory.".format(collection_path))
                continue
            path_found = True
            if collection_name:
                
                validate_collection_name(collection_name)
                namespace, collection = collection_name.split('.')
                collection_path = validate_collection_path(collection_path)
                b_collection_path = to_bytes(os.path.join(collection_path, namespace, collection), errors='surrogate_or_strict')
                if not os.path.exists(b_collection_path):
                    warnings.append("- unable to find {0} in collection paths".format(collection_name))