A sends a request to B. There may be all kinds of obstacles in the way that prevent the request from reaching B. In the case of https, the request may be reaching B but be rejected and it counts as if it hadn't reached B. In all these cases, B will not send any status at all.
Once the request reaches B, and there are no bugs crashing B, and no hardware failure etc. B will examine the request and determine what to do and what status to report. If A requested a file that is there and A is allowed access, B will start sending a "status 200" together with the file data.
Again all kinds of things can go wrong. A may receive nothing, or the "status 200" with no data or incomplete data etc. (By "receive" I mean that data arrives on the Ethernet cable, or through WiFi).
Usually the user of A will use some library that handles the ugly bits. With some decent library, the user can expect that they either get some error, or a status complete with the corresponding data. If a status 200 arrives at A with only half the data, the user will (depending on the design of the library) receive an error, not a status, and definitely not a status 200.
Or you may have a library that reports the status 200 and tells you "here's the first 2,000 bytes", "here's the next 2,000 bytes" and so on, and at some point when things go wrong, you might be told "sorry, there was an error, the data is incomplete".
But in general, the case that the user gets a status 200, and no data, will not happen.