Download all Shopify CDN assets from a store

console_download_list.js

function fetchPageAssets() {
    var assets = $("#assets-table .next-input--readonly")
    assets.each(function (index, input) {
      files.push(input.value)
      if (index + 1 == assets.length) {
        var lastItem = $(input).parents("tr[bind-class]").attr('bind-class').replace(/\D/g,'')
        $.ajax({
          url: "/admin/settings/files?direction=next&last_id=" + lastItem + "&last_value=" + lastItem + "&limit=100&order=id+desc",
        }).done(function (data) {
          var mutationObserver = new MutationObserver(function (mutations, observer) {
            mutations.some(function (mutation) {
              if (mutation.target.id &&
                mutation.target.id == "assets-area" &&
                mutation.addedNodes[0].nextElementSibling &&
                mutation.addedNodes[0].nextElementSibling.innerHTML.indexOf("empty") > -1
              ) {
                downloadListFile()
                observer.disconnect()
                return true;
              } else if (mutation.target.id &&
                mutation.target.id == "assets-area" && 
                mutation.previousSibling &&
                mutation.previousSibling.className == "ui-layout ui-layout--full-width"
              ) {
                fetchPageAssets()
                observer.disconnect()
                return true;
              }
            })
          });
          mutationObserver.observe(document, {
            childList: true,
            subtree: true
          });
          var newDoc = document.open("text/html", "replace");
          newDoc.write(data);
          newDoc.close();
        })
      }
    })
  }
  function downloadListFile() {
    var downloader = $("<a id='download-file' href='' download='shopify-files.html'></a>")
    $(".ui-title-bar").append(downloader)
    var data = 'data:application/octet-stream;base64,' + window.btoa(files.join("\r\n"));
    $('#download-file').attr('href', data);
    $('#download-file')[0].click();
  }
  var files = []
  fetchPageAssets()

Download-Shopify-CDN-Assets.md

Instructions

1. Go to your Shopify admin/settings/files page
2. Open your browser Dev tools, go to the console
3. Paste the content of the console_download_list.js file, and press enter
4. Your browser will automatically fetch each page and download the list with the links of all the files on the CDN.
5. Using your preffered code editor, edit the HTML file by adding each link in img tag.
6. Open the HTML file you just edit in a browser then right click-save as. It will download the HTML file again along with all the images in the location you specify.

Bump; this code has saved me for 6mo+ thank you @wasalwayshere

Clean up filenames part doesn't work on Macos, getting errors for cut -d? as bellow:
zsh: no matches found: -d?

For Macos, use below:

find . -type f -name "*\?*" -print0 | 
while IFS= read -r -d '' file; 
do 
    mv -f "$file" "`echo $file | cut -d '?' -f1`"; 
done