Big amount of data at once

Hello everyone!

I need the last 40 years of data from ERA5-Land for Europe and other smaller or bigger plots of land. 
The problems that I have are:

  1. In order to download Europe, I need to chunk data into 1-month requests (12* 40)  which takes lots of time.
  2. For other parts of the world which are smaller, I need chunk data into 6-moth requests which also gives me a headache because of the number of requests and the amount of time that I need to wait.

So my questions are:

  1. Is there any faster way to download a big chunk of data at once?
  2. If not is there any way to be more precise in downloading specific areas using eg. Polygons or Multipolygons not only the box that gives me a lot of data that I don't need?