When prompted for password, provide the password for user=remote_user_name (remote server)
Upload it to your local mySql instance:
mysql -u local_user_name -p local_db < dump.sql
Also, if you own an ec2 server in the same region, I'd suggest take a dump there. zip the file and then scp it to your local machine. Typically, the compressed version of the file would be much smaller and you'd be able to transfer it quicker.
Another very easy option is by using the MySql Workbench. In the toolbar select 'Database' and 'Data export'. Select the right options, the target file ... and you're done! Easy does it!
This is an old topic, but in case you are getting the following error:
Warning: A partial dump from a server that has GTIDs will by default include the GTIDs of all transactions, even
those that changed suppressed parts of the database. If you don't want to restore GTIDs, pass --set-gtid-purged=O
FF. To make a complete dump, pass --all-databases --triggers --routines --events.
mysqldump: Couldn't execute 'SELECT COLUMN_NAME, JSON_EXTRACT(HISTOGRAM, '$."number-of-buck
ets-specified"') FROM information_schema.COLUMN_STATISTICS WHERE SCHEMA_NAME = 'db_name' AND TABLE_NAME = 'wp_actionscheduler_actions';': Unknown table 'COLUMN_STATISTICS' in information_schema