The GLEIF is the best place for you to download your XML based CDF files. This is where the rest of the world goes to check LEI data. The GLEIF allows you to search on an individual LEI basis but also download based on search criteria if you are looking for other LEI records. See https://www.gleif.org/en/lei/search/ for details. In addition, on a daily basis, the GLEIF concatenates all LEI data into a set of files per LEI Issuer. Theses are available from https://www.gleif.org/en/lei-data/gleif-concatenated-file/download-the-concatenated-file