I think Paul mostly covered it. I made a post for Raspberry Pi and Arduino (non-MQTT) connectivity as well here:
If you have any questions or trouble with the steps in those posts, please let me know.
Both of these processes are similar, and I fully understand that they are unwieldy and not ideal. Long term this sort of thing will be improved in the Cayenne UI so you just need to specify some time ranges/sensors and click “download”.
Since they are a little funny to work with, I’m offering my assistance to pull data for you, if you Private Message me with your account login/password and which sensor(s)/devices you want data for, and what time ranges. A fair warning that I’m on vacation Saturday through Sept 28th though – so if you want my assistance to pull the data let me know!