If your question is from where you can download all vcf files for all individuals (and populations) from the 1000G project - the last time I checked with the helpdesk of Ensembl, they pointed me to this ftp server link. I was also working on these files a while ago and I also remember thinking of using REST-API feature, but if recall correctly - I had errors when requesting for files in bulk (specific genomic intervals + specific population) and I decided it was best that I download the files and make local queries using tools like vcftools and bcftools instead.

On your question of having difficulties unzipping vcf.gz files - I am not sure if I would do that if I were you since most of the tools handling vcf files do take in .vcf.gz files too. For example, this is how you would read the vcf.gz files in vcftools : vcftools --gzvcf input_file.vcf.gz . Have a look at the vcftools manual for more. For example, if I remember correctly, you can use --keep <filename> to subset the vcf file to keep only selected individuals