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ARROW-5142, ARROW-5732, ARROW-5735: [CI] Emergency fixes

There are multiple issues at play:
- A mysterious issue where conda 4.7.5 downloads smaller clang packages on macOS,
  with later build failures in clang includes: https://github.com/conda/conda/issues/8825
- A bug with boost 1.70's own CMake configuration files conflicting with CMake's
  FindBoost() function: https://gitlab.kitware.com/cmake/cmake/issues/18865
- A boost 1.70 compilation warning on Windows that gets turned into an error
  in our AppVeyor builds: https://github.com/boostorg/process/issues/85

Author: Antoine Pitrou <antoine@python.org>

Closes #4702 from pitrou/ARROW-5735-ci-fixes and squashes the following commits:

5a747447b <Antoine Pitrou> ARROW-5142, ARROW-5732, ARROW-5735:  Emergency fixes