Unable to download my data in one go, privacy.apple.com logs me out before the download ends

I requested a copy of my data through privacy.apple.com. The data is ready for download but I can't download it as some of these zip files are quite large (Photos, iCloud Drive) and the portal logs me out after a few minutes, for security reason I guess. The problem is that once logged out, I have to start over as it also cancels the download, which means I'm never able to download the files due to their large size, not even one by one.

Is there a "proper" way to download these files? I want to think my use case should be fairly common but I can't seem to find the answer. Thanks in advance!