Re-add support for single url files in objects download
# What does this PR do?

During the cache revamp done in #18438, we accidentally lost support for single urls in `from_pretrained` methods (something like `config = AutoConfig.from_pretrained("http://my_custom_config.json")`. This is not something we want to support in the long run as users should use the Hub to store their objects, but this is still a breaking change.

This PR adds support for this corner case with proper deprecation warnings. Note that such urls are not cached anymore.
cc @alaradirik <|||||>_The documentation is not available anymore as the PR was closed or merged._