But you can just change the default download location to /tmp on firefox. Or you can choose ask me every time and set /tmp as your favorites, then you can reach it with a single click.
I did everything you included in your first paragraph.
I could try again but I don't know if this makes any difference, at least I read a simmilar story on reddit some time ago. If I remember correctly it was about a person who got banned on Instagram and therefore he was not able to get his data deleted.
I thougt this is a standard feature, at least deluge and qbittorrent can do it.