As far as I know, there are some python tools that claim to “download” stuff from spotify, but what they actually do is to search for the song on YouTube and download it from there. Still better than nothing.

I have bookmarked these tools:

• https://github.com/artyshko/smd
• https://github.com/Ritiek/Spotify-Downloader
• https://github.com/cheriimoya/SpotifyRecorder (this one basically records your ALSA input device while you listen to the song)
• https://github.com/An0nimia/deezloader