### 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
remove_parser = parser.add_parser('remove', parents=parents, help='Delete roles from roles_path.')
        remove_parser.set_defaults(func=self.execute_remove)
        remove_parser.add_argument('args', help='Role(s)', metavar='role', nargs='+')
    def add_delete_options(self, parser, parents=None):
        delete_parser = parser.add_parser('delete', parents=parents,
                                          help='Removes the role from Galaxy. It does not remove or alter the actual '
                                               'GitHub repository.')
        delete_parser.set_defaults(func=self.execute_delete)
    def add_list_options(self, parser, parents=None):
        galaxy_type = 'role'
        if parser.metavar == 'COLLECTION_ACTION':
            galaxy_type = 'collection'
        list_parser = parser.add_parser('list', parents=parents,
                                        help='Show the name and version of each {0} installed in the {0}s_path.'.format(galaxy_type))
        list_parser.set_defaults(func=self.execute_list)
        list_parser.add_argument(galaxy_type, help=galaxy_type.capitalize(), nargs='?', metavar=galaxy_type)
        if galaxy_type == 'collection':
            list_parser.add_argument('--format', dest='output_format', choices=('human', 'yaml', 'json'), default='human',
                                     help="Format to display the list of collections in.")
    def add_search_options(self, parser, parents=None):
        search_parser = parser.add_parser('search', parents=parents,
                                          help='Search the Galaxy database by tags, platforms, author and multiple '
                                               'keywords.')
        search_parser.set_defaults(func=self.execute_search)
        search_parser.add_argument('--platforms', dest='platforms', help='list of OS platforms to filter by')
        search_parser.add_argument('--galaxy-tags', dest='galaxy_tags', help='list of galaxy tags to filter by')
        search_parser.add_argument('--author', dest='author', help='GitHub username')
        search_parser.add_argument('args', help='Search terms', metavar='searchterm', nargs='*')
    def add_import_options(self, parser, parents=None):