Improve raw .gem dependency retrieval.

With the addition of #5259 we pull the same gem from rubygems everytime we run a test, see https://github.com/elastic/logstash/pull/5259#discussion_r63721703 for details. We should improve this process with having this gem locally available so we don't need to do the download all the time.

This currently limits the test to be run only in online environments.