I finally solved the problem, but it was not as straightforward as disabling the firewall (it was already disabled, along with the anti-virus, etc.). I went into the services screen as administrator (services.msc). I stopped three services that were still running despite having stopped all protection via the security screen: security center, software protection and Windows Defender Antivirus Inspection Service. Once thos three were stopped, the whole package was downloaded and installed.
Given that I have installed other packages where the downloads are initiated by the IT (e.g. ORBX) without any trouble, and vast amounts of sceneries (Aerosoft, Flightbeam, FlyTampa just to name a few), it is very frustrating to have to delve into the intricacies of the services to install GSX (the issue does NOT present itself with other FSDT software nor with the Addon Manager, ONLY with GSX). You may want to take a closer look at why.
As usual,thanks for the support.