Downloading “reddit” dataset keeps timing out.
@lhoestq thanks for the update. The directory specified by the OSError ie. 
```
1ec12301abba4daa60eb3a90e53529b5b173296b22dc3bef3186e205c75e594c/corpus-webis-tldr-17.json 
```
 was not actually in that directory so I can't delete it. 
## Describe the bug
A clear and concise description of what the bug is.
Everytime I try and download the reddit dataset it times out before finishing and I have to try again.

There is some timeout error that I will post once it happens again.

## Steps to reproduce the bug
```python
from datasets import load_dataset

dataset = load_dataset("reddit", ignore_verifications=True, cache_dir="/Volumes/My Passport for Mac/og-chat-data")
```

## Expected results
A clear and concise description of the expected results.

I would expect the download to finish, or at least provide a parameter to extend the read timeout window.

## Actual results
Specify the actual results or traceback.

Shown below in error message.

## Environment info
<!-- You can run the command `datasets-cli env` and copy-and-paste its output below. -->
- `datasets` version:  1.11.0
- Platform: macOS 
- Python version: 3.9.6 (conda env)
- PyArrow version: N/A

Downloading “reddit” dataset keeps timing out. 
 ## Describe the bug
A clear and concise description of what the bug is.
Everytime I try and download the reddit dataset it times out before finishing and I have to try again.

There is some timeout error that I will post once it happens again.

## Steps to reproduce the bug
```python
from datasets import load_dataset

dataset = load_dataset("reddit", ignore_verifications=True, cache_dir="/Volumes/My Passport for Mac/og-chat-data")
```

## Expected results
A clear and concise description of the expected results.

I would expect the download to finish, or at least provide a parameter to extend the read timeout window.

## Actual results
Specify the actual results or traceback.

Shown below in error message.

## Environment info
<!-- You can run the command `datasets-cli env` and copy-and-paste its output below. -->
- `datasets` version:  1.11.0
- Platform: macOS 
- Python version: 3.9.6 (conda env)
- PyArrow version: N/A
 
 @lhoestq thanks for the update. The directory specified by the OSError ie. 
```
1ec12301abba4daa60eb3a90e53529b5b173296b22dc3bef3186e205c75e594c/corpus-webis-tldr-17.json 
```
 was not actually in that directory so I can't delete it. 