[C++] Thrift mirrors are outdated

[assignUser]

Some observations:

• downloads.apache.org only has archives of Thrift 0.20.0 and 0.21.0 (current latest stable is 0.21.0)
• Apache appears to now (since 2021?) have a CDN: https://dlcdn.apache.org/thrift/. That also only has archives of 0.20.0 and 0.21.0.

https://apache.org/history/mirror-history.html gives more context and this sentence may explain why this list of URLs degraded over time:

Any organization that has been hosting an Apache download mirror site, and that finds it useful for its own purposes, may continue to host the mirror site.

So I think by continuing to use these mirror URLs we were living on borrowed time. The CDN is now the recommended way for users to download content from ASF projects.

So I think we actually need to do two things here:

• [ ] Change the URL to just use the ASF CDN
• [ ] Update our Thrift version in cpp/thirdparty/versions.txt to 0.20.0 or greater. Arrow C++ builds cleanly on my system when using Brew-provided Thrift 0.21.0 so it seems like this may be doable.

Originally posted by @amoeba in https://github.com/apache/arrow/issues/44523#issuecomment-2450105564

[amoeba]

For extra context here, we originally found this in this CI job as part of pre-submission testing in https://github.com/apache/arrow/pull/44523.