I'm having the same issue, closed windows defender and malware bytes any other protection programs thinking they were the cause, but it will randomly timeout anywhere in the download, could be 4% into part1 of GSX or 50% into Part 3.
I'm not seeing anything in my router about it blocking anything. Could it just be server load from the GSX release?
Edit: I used a VPN and it downloaded fine, so it was either an ISP issue or maybe an issue with the download server near me.