DownloadManager does not let you set its proxy or change how it connects to
the internet. So we have to make a custom one, unfortunately. This is a
very basic downloader with none of the special sauce that makes the
built-in DownloadManager handy.
On all of the devices that I've checked, there is a folder called "Movies"
on the SD Card by default. NewPipe should use that standard location
since it is always downloading movies :). People can always change that
via the preferences.
Also, this makes the defaults the same when creating the dir and when
setting the destination URL.
Also I added new variable `'final File dir`' with value of key
"download_path_preference" or externalStorageDirectory.
Firstly I check if dir exits, then eventually try to create it and next
- download file.
