I made this because I started using Codium but wanted to use an extension that didn't have an OpenVSX equivalent and found out MS removed the VSIX download buttons on the marketplace site.
This should also work for Code-OSS and the MS VS Code. You can also just use it to only download the VSIX files so you can keep them locally for future use or take them to another computer that does not have internet connection for whatever reason to install there.
It will also check for dependencies and download them if you don't already have them installed.
At the moment it only downloads the latest versions of an extension.
Sharing because I imagine I'm not the only one with this issue.