Set download/extracted paths configurable
For example to be able to send uncompressed and temp  build files to another volume/partition, so that the user gets the minimal disk usage on their primary setup - and ends up with just the downloaded compressed data + arrow files, but outsourcing the huge files and building to another partition. e.g. on JZ there is a special partition for fast data, but it's also volatile, so only temp files should go there.

Think of it as `TMPDIR` so we need the equivalent for `datasets`.
As discussed with @stas00 and @lhoestq, setting these paths configurable may allow to overcome disk space limitation on different partitions/drives.

TODO:
- [x] Set configurable extracted datasets path: #2487
- [x] Set configurable downloaded datasets path: #2488
- [ ] Set configurable "incomplete" datasets path?