Dataset loads indefinitely after modifying default cache path (~/.cache/huggingface)
Hi ! I didn't managed to reproduce the issue. When you kill the process, is there any stacktrace that shows at what point in the code python is hanging ? Hi @lhoestq , I've traced the issue back to file locking. It's similar to this thread, using Lustre filesystem as well. https://github.com/huggingface/datasets/issues/329 . In this case the user was able to modify and add -o flock option while mounting and it solved the problem.  
However in other cases such as mine, we do not have the permissions to modify the commands while mounting. I'm still trying to figure out a workaround. Any ideas how can we use a mounted Lustre filesystem with no flock option?

## Describe the bug
Dataset loads indefinitely after modifying cache path (~/.cache/huggingface)
If none of the environment variables are set, this custom dataset loads fine ( json-based dataset with custom dataset load script)
** Update: Transformer modules faces the same issue as well during loading

## A clear and concise description of what the bug is.

Issue:
- Dataset loading stalls / freezes indefinitely when HF_HOME is changed to a custom directory
- No error code, had to terminate the process
- There are some files created in the cache directory:

```
custom_cache_dir  
  | -- modules  
            | -- __init__.py  
            | -- datasets_modules  
                      | -- __init__.py  
                      | -- datasets  
                             | -- __init__.py  
                             | -- script.py (Dataset loading script)  
                             | -- script.lock   

```

There's no error nor any logs thrown so I'm out of ideas of how to to debug this. The custom dataset works fine if the default ~/.cache dir is used, but unfortunately it's out of space and we do not have permissions to modify the disk.

## Steps to reproduce the bug

What I've tried:
- Modifying HF_HOME  (https://github.com/huggingface/transformers/issues/8703)
- Modifying HF_DATASETS_CACHE (https://huggingface.co/docs/datasets/v1.12.0/cache.html)
- Modifying cache_dir param during runtime
```python
>>> from datasets import load_dataset
>>> dataset = load_dataset('test_dataset', cache_dir='/path/to/new/cache')
```
- Disabling dataset cache
```python
>>> from datasets import set_caching_enabled
>>> set_caching_enabled(False)
```

## Expected results
Datasets should load / cache as usual with the only exception that cache directory is different

## Actual results

Any actions taken above to change the cache directory results in loading indefinitely without terminating.

## Environment info

- `transformers` version: 4.18.0.dev0
- Platform: Linux-4.15.0-54-generic-x86_64-with-glibc2.10
- Python version: 3.8.8
- Huggingface_hub version: 0.4.0
- PyTorch version (GPU?): 1.8.1+cu102 (True)
- Tensorflow version (GPU?): 2.4.1 (False)
- Flax version (CPU?/GPU?/TPU?): not installed (NA)
- Jax version: not installed
- JaxLib version: not installed
- Using GPU in script?: Yes
- Using distributed or parallel set-up in script?: No

