Didn't backport the new URL scheme when we updated the toolchain version.
Have put a link on the server so in this case the "osx" toolchain URL remains
valid.
Closes https://github.com/espressif/esp-idf/issues/5720
Using 'sudo pip install' can cause a lot of problems because usually
there are a couple of Python interpreters installed. This fix encourages
developers to use `pip install --user` instead which is safer.