Adding KeyboardInterrupt handler for downloading process, and updating workflows

[WenjieDu]

What does this PR do?

1. fixing ERR path not found caused by interrupted downloading #21;
2. updating workflows;

Before submitting

• Was this discussed/approved via a GitHub issue? Please add a link to it if that's the case.
• I have commented my code, particularly in hard-to-understand areas.
• I have written necessary tests and already run them locally.

[aaanh]

Exception handling looks good, but the CI test pipelines are failing due to shutil unable to read the dataset zip file (I think?). Might need to solve this before merging. Or if you don't think it matters and should open another issue to investigate, we can go ahead and merge.

[WenjieDu]

Failing is due to changed download links of UCR&UEA datasets. For example, they have changed the download link of Beef dataset from https://www.timeseriesclassification.com/ClassificationDownloads/Beef.zip to https://timeseriesclassification.com/aeon-toolkit/Beef.zip. This has happened twice recently.

[aaanh]

Cool, got it. I couldn't even find the actual Beef.zip dataset download link on the information page 😅
Other than that, I think you're good to merge!

[WenjieDu]

Have raised issue #23 for the next round PR.