Hi - You can use a plugin for Chrome called TableCapture https://chrome.google.com/webstore/detail/table-capture/iebpjdmgckacbodjpijphcplhebcmeop?hl=en to download the URLs. It's free, you don't need the Pro version for this.
Hi - Definitely works because I tried it before recommending it.
- install plugin
- go to files page/section in Shopify
- right click on the page
- select 'Table Capture - Launch Workshop For Selection'
- select the 'Copy to Clipboard' icon
- paste into Excel (or whatever you are using)