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You could always use something like Heroic Launcher. https://heroicgameslauncher.com/ It can connect to GOG and other services.

Also https://github.com/arelate/vangogh

Every installer there comes with an executable and those files you mentioned, for some reason they are always split into 4GB chunks, that’s why there’s so many.

AFAIK download all is not available, you will have to get them one by one. But after that they’re yours to keep forever.

I have Aria2 download manager installed on my router (OpenWrt) and Aria2 Integration plugin in the browser with "Capture downloads" option. I click on each file and it gets sent to the router which downloads them one at a time over night.

There is a third-party downloader that uses an API to grab binaries for all games in your library. I just download the individual files one by one, though.

Silksong was downloaded by downloading a 2GB shell script. Basically a self-extracting archive in shell script form.