Merge bitcoin/bitcoin#31190: TxDownloadManager followups #20

Job	Run time
test each commit	0s
Win64 native, VS 2022	2h 17m 46s
ASan + LSan + UBSan + integer, no depends, USDT	1h 6m 7s
macOS 14 native, arm64, no depends, sqlite only, gui	17m 44s
	3h 41m 37s

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