I don't think you can download directly from VGHF as that is not what it's intended for (it's a research tool)
They’re going nowhere.
The answer is weaponized scraping.
We lived in the backwater town of a backwater country, going through a turbulent era. There was nothing to buy there, except local food and produce and clothes. The only foreign stuff available to buy were the absolute basics like soaps and shampoo, and pirated movies and music on cassette tapes (even there people knew and adored Michael Jackson!)
The nearest city with international imports was 10-12 hours away on bus. Sometimes my uncle would go there for work, and the thing I looked forward to the most were the MAGAZINES he would bring back.
At first it was Sinclair User, Your Sinclair, then ZZAP!64. I would pore over them again and again, and fantasize about the games in them… it would be months before my uncle went again. So I made wishlists, drew comics about the stuff in those magazines, and picked up British humor from them, that still colors mine to this day. :)
I learned English and about the rest of the world from them. I learned about the USSR through Raid Over Moscow, the Vietnam War through Rambo and Platoon, the Falklands through some wargames, and other things that I would not be able to make sense of until decades later.
Every magazine and every reviewer, even the imaginary ones like Chuck Vomit the troll who reviewed text adventure games, had an intensely unique personality that affected how people, specially kids like me, perceived the games they were reviewing.
The 1980s and early 1990s magazine subculture is the most sorely missed aspect of gaming and computing that was lost when the internet took over.
Even if you didn't grow up on them, do flip through some random pages of the aforementioned magazines, just to see how some things never changed: There were PC vs Mac wars and console wars even back in 1985! There were people worrying about how increasingly powerful computers would make everyone dumber even back then!