Parallel downloads progress bar flickers

When there are parallel downloads using the download manager, the tqdm progress bar flickers since all the progress bars are on the same line.

To fix that we could simply specify `position=i` for i=0 to n the number of files to download when instantiating the tqdm progress bar.

Another way would be to have one "master" progress bar that tracks the number of finished downloads, and then one progress bar per process that show the current downloads.