Regardless it was not a Firewall nor Antivirus issue but something we both have no control over.
Firewall or antivirus are the most common case, that's why I always ask to check those first.
Antivirus surely can slow down or even stop the download, because it's might try to scan each partial ZIP archive as it's being downloaded, and since those contain lots of files, it might easily stall the system which won't proceed with downloading the next part until the scan is done, possibly causing a timeout.
Thanks for the link to check Cloudflare server. I'm in Queensland Australia and the node I'm connected to appears to be in North America. Not what I would call local.
That's very strange so, clearly, it's looks like Cloudflare problem, since it didn't make any sense to route you through a node in the US if you are in Australia, especially considering all the australian nodes were reported to be operational.