After a few hours of searching, I've finally found a convenient way to download a large amount of files in a bulk/multi-threaded/parallel manner, while still having the ability to specify the saved files' names.
Many thanks to Diego Torres Milano
bird_4345_543.jpg https://example.com/pictures/5351/image.jpg
bird_4345_544.jpg https://example.com/5352/pictures/image.jpg