fix: fix url dependency caching when special urlencoded chars

[ralbertazzi]

Minor fix over #7693, ideally to be included in 1.5.0 as well.

Noticed that the url dependency caching behaviour was broken when special characters (+ in the example) are part of the url. Taking the usual PyTorch as example (👀):

• We were storing the wheel on filesystem as torch-2.0.0%2Bcpu-cp39-cp39-linux_x86_64.whl
• But we were trying to retrieve from cache torch-2.0.0+cpu-cp39-cp39-linux_x86_64.whl

thus rendering the caching mechanism useless.

The fix correctly stores the wheel on filesystem as torch-2.0.0+cpu-cp39-cp39-linux_x86_64.whl, making the cache great again.

Didn't mind adding a test as using Link should be the general way to go around the codebase instead of using os and urllib directly.

[github-actions]

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