[BUG] Fix TSAD data loading tests and example notebooks

[CodeLionX]

Reference Issues/PRs

Fixes #1677

What does this implement/fix? Explain your changes.

• uses pytest-mock to save local data to temporary directory in tests
• fix dataset example notebooks

Does your contribution introduce a new dependency? If yes, which one?

• pytest-mock in [dev]

Any other comments?

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I would have added the following labels to this PR based on the changes made: [ $\color{#45FD64}{\textsf{examples}}$ ], however some package labels are already present.

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