VBA to download multiple files from https website & place into folders. Possible?

Firstly, hello!

We are using a very old custom CMS for our files at work. This has reached end of life and we have been tasked to migrate to SharePoint.
The problem is, there is no way of downloading all files at once. There is approx 1550 files that each need to be right clicked and saved. This is because the site and thousands of sites that fall under our company umbrella, have to login first using a html login page.



If I open an excel document from one of these sites, Excel will pop up a little browser login window and I enter my details. Document then loads and I can edit. Perfect.

I found a basic Excel downloader online, however when I run it, it will download the file say Test.pdf but the file is corrupt. If I rename the file to html, it is actually the login page it downloads.
I even hosted the xlsm on the sharepoint site itself, opened it from there and tried, hoping the fact it was stored on the site would bypass it.
It didn't.

So save us hundreds of hours of work, can someone help me figure out if its possible to download files by url and get around this html login page?

Due to the nature of the business, I can't give any more details, links to login page etc.

Really appreciate any wizards who can help.