If you have cygwin on the MS Windows side, you can use wget in a script:
wget one or more extensions from the repo, along with their .dep files, then...
- cat all dep files into one big super.dep file
- run that through sort and uniq
- for each dep extension listed in the super.dep file, if extension not already present, wget extension with its .dep file
Repeat steps 1 - 3 above until there are no unresolved deps to pull.
Such a script is useful on Windows/cygwin (especially if one has an ext filesystem driver) and also, for instance, when upgrading - running 4.x but pulling down extensions for 5.x where you are using neither the default repo nor the default tce directory. And, unlike tce-load, you can run it as root, though you should chown the extensions to tc:staff at the end.
If you don't already have it, cygwin is a non-trivial download, but it is, IMHO, worth having.