Your attention, please...
__________________________

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+
___________________________

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.

I recently tried this with some Solasta custom campaigns from the Steam workshop & got ERROR! Download item xxxxxxxxxxx failed (Failure). Any hints?

I'd say keep trying, I've also had problems downloading from steam a few times, and finally downloaded without error after a few tries.

So does it work or not?

I would say you can try it for yourself ;)
Anyway, I have just tested it (2024 december 13) and it works on Ubuntu 24.04 LTS. I changed my OS and can no longer test it on Windows.
Don't forget that you can no longer use an anonymous login!
Just a final warning about the Linux console: there has been no download progress, so please be patient.

This is what appears on my console (private data deleted)

[ 0%] Checking for available updates...
[----] Verifying installation...
UpdateUI: skip show logoSteam Console Client (c) Valve Corporation - version 1733269577
-- type 'quit' to exit --
Loading Steam API...OK

Steam>login ********
Cached credentials not found.

password:
Proceeding with login using username/password.
Logging in user '********' [********] to Steam Public...
This computer has not been authenticated for your account using Steam Guard.
Please check your email for the message from Steam, and enter the Steam Guard
code from that message.
You can also enter this code at any time using 'set_steam_guard_code'
at the console.
Steam Guard code:*****
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 "/home/*******/.steam/debian-installation/steamapps/workshop/content/489630/1851306078" (342017439 bytes)

I tested in not too long ago with anonymous. Got a few erros, but basically it worked like a charm. Thanks, m8!