Cancelling broken with requests downloader

[k-santa]

Describe the bug
When using the requests downloader you can't cancel a download using Ctrl+C, the full download and decryption happens and then the cancel kicks in before multiplexing

To Reproduce
Set downloads: requests
Begin download and try and cancel

Expected behavior
We should see the STOPPING on the download process and a near immediate termination

[rlaphoenix]

This is an issue more or less with the Python stdlib as explained in: psf/requests#5822

Therefore, there isn't realistically much that I can do about this unless I abstract the code to be run as it's own process (which will slow things down). This is because if I run it as a process via subprocess (i.e., subprocess.check_call(["python", "requests_downloader.py", "...args"])) then I can have CTRL+C fire as subprocess would take over there.

I will work on this soon and see if it's a truly viable option.