Implement CI setup to download required blocks & state for testing

## Issue summary

Currently we have some regression tests that require to use some data from certain blocks. This data could be bigger (more than 100mb) and github does not allow us to push it to our code.
Also, it's not performant to upload and download this data in an open source project.

## Implementation details

What I propose is to create a CI action to download this data before executing the tests, so we can get rid of it locally.
For that, we can rely on the scripts we have in `scripts` folder such as `retrieve_state` or `retrieve_block` then configure a CI action to download the required state for the tests and run those tests with the `CI=true` flag only

## Acceptance criteria

- [ ] CI is downloading the required data and executing the tests
- [ ] We don't have this files in our code anymore