Works now, but last week when downloading some dumps, I have also random 403 when clicking anything on dumps.wikimedia.org.
Looks like one server has bad cache or bad config

We cap at two simultaneous connections from the same IP (outside of WMF). If your client tries to open a third connection, it will get a 403 back. This limitation is announced on the index html page:
http://dataset1001.wikimedia.org/index.html