Following discussions in #8727: the cache for test files is set to a temporary directory, but I think that it would be better to find a way to avoid downloading all the files every time, to reduce bandwidth usage. And these files are not supposed to change often, so it should not be a problem to cache them.

It would also be good to put the files in a specific directory, not in the user cache. And a fix is needed for the test_download_cache test which deletes the cache (which is not an issue currently since the cache directory is temporary). I have a fix for this in a branch.