Currently, we are developing a MARS URL adaptor. It is functioning but needs the review process on the content of the overview page. When the marsurl is made available in production, one can download the auxiliary data by simply requesting the data through a CDS API request:
Note: with the marsurl adaptor, the soil depth is now included as part of the auxiliary data. Therefore you should remove the soil depth from the CDS API request above (forecast volumetric soil moisture and soil depth).