Make zarr download begin as soon as initial page of zarr files is obtained

[yarikoptic]

This is continuation to work done in

• OPT+RF of zarr downloads: do not wait for full files listing + compute %done from total zarr size #1443

where I thought that interleave() would be a generator which starts yielding without delaying for a full list of zarr files to be retrieved first. @jwodder mentioned that my assumption was wrong and that it would need additional refactoring to make it behave as desired.

While addressing this it might be worth checking if interleave could natively provide support for desired use case where it takes care about running that thread with "producer" iterator. It is somewhat similar to how I have done for ProducerConsumer in datalad where Producer is ran into a separate thread as well IIRC.

[yarikoptic]

ping on this one @jwodder , as today I have tried download of a little zarr and it was odd to stare at non-changing download output for quite a while. Example was

$ dandi download dandi://dandi/000719/sub-1214579789_ses-1214621812_icephys/sub-1214579789_ses-1214621812_icephys.nwb.zarr

which eventually started to download