I had the same issue but was able to solve it. It was not an issue with any internal Windows anti-virus, but rather my ASUS Router AI Protection (Trend-Micro) was blocking update.virtualisoftware.com and preventing the Couatl exe's from downloading. I had to login to router an add an exemption for the link.
Hope this helps some.
Yes it does help me, and guys : an apology from me is due on this issue. Although unknowingly, I got it wrong about my router. Thanks X-_-Pilot9 for this post.
I was having a browse on my mobile Deco app tonight, and discovered that my Deco Mesh Wifi was set up (by the IT contractor who installed our wifi network in our new house) with a malicious content network protection based on Trend Micro's database - and it had been blocking update.virtualisoftware.com
I have now unblocked that website so the problem should not reoccur. In my case also, the problem wasn't my Windows Internet Security software, but further back up the chain.
I'm not a computer expert but maybe this could also explain why GSX installed originally, if the full install did not involve the live update facility. And that may then also be why it re-installed OK after an uninstall. Learnt something new today