I want to create a very long way – how do I download OSM data for such a big area?
In order to be able to easily handle long roads, you should not make ONE long road out of it. You should rather split the road into several ways. As a rule of thumb, no way should be longer than 10-15 km. Typically, they will actually be much shorter. Applications like route planners for example will be able to easily join the ways to one road again. This type of applications will need to postprocess the OSM data anyway. For motorways for example, it makes sense to make a way from one exit to the next. Also, intersections of motorways should be the point where you split a road into ways.