Dataset loads indefinitely after modifying default cache path (~/.cache/huggingface)
## 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

