Your attention, please...
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you can download your mods from steam with steamcmd (it's an official tool from valve).

0) Download SteamCMD:
https://developer.valvesoftware.com/wiki/SteamCMD#Downloading_SteamCMD

1) Open SteamCMD:
C:\steam\steamcmd\steamcmd.exe

2) In the steam console, type:
login anonymous
workshop_download_item <AppID> <ModID>

eg:
Steam>login anonymous

Connecting anonymously to Steam Public...OK
Waiting for client config...OK
Waiting for user info...OK

Steam>workshop_download_item 489630 1851306078
Downloading item 1851306078 ...
Success. Downloaded item 1851306078 to "C:\steam\steamcmd\steamapps\workshop\content\489630\1851306078" (307601446 bytes)
Steam>

3) Intalling the mod
Move the folder "1851306078" into your "Documents\Proxy Studios\Gladius\Mods" directory
Rename "1851306078" to "Gladius+"

4) Cleaning (important)
• remove directory:
C:\steam\steamcmd\userdata\anonymous
• delete all files and directories in:
C:\steam\steamcmd\steamapps\workshop

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Where are <AppID> and <ModID> ?

If you open the workshop page for WH40K Gladius, right click on the page and select "Copy Page URL", then past it in notepad:
link://steamcommunity.com/app/489630/workshop/
489630 is the AppID for WH40K Gladius

Do the same for the mod you want to download:
link://steamcommunity.com/sharedfiles/filedetails/?id=1851306078
1851306078 is the ModID for Gladius+
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Thank you for your attention, you can resume your normal activity...

I recently discovered that it is no longer possible to log in as anonymous to download mods. Steam now requires you to use a user account. In step 2, replace "login anonymous" with "login <your account name>".
Also, sometimes the download ends badly, or falls into time out, try again once or twice and usually the download finishes without errors.