Fetching the file and serving it from the same origin as the script runs would be the most easy. eg. PHP cares little about CORS (assuming that this file occasionally changes). In case it doesn't change, even manually placing it there would suffice.
To let a server-side script fetch the file and then serve it as same-origin, without caching it:
<?php
$url = "https://stats.oecd.org/Index.aspx?DataSetCode=WILD_LIFE";
header("Content-type: text/csv");
echo file_get_contents($url);
?>
Any server-side scripting language should be capable of doing so; I used PHP just to provide an example. One could make WILD_LIFE a variable, so that it could be used to fetch any data-set.
