What does "Download File..." stores in %_SB_ERRORCODE% after such an unsuccessful action?
My dummy test EXE with a Download of an unknown file type did not generate an error code in the program/installer. The install completed without displaying any error.

On the server, the LOG file showed a 404 error for the unknown file type:

2019-03-25 22:33:32 192.168.1.15 GET /testing.123 - 80 - 192.168.1.1 SB8 - 404 3 50 15

"testing.123" was the file I instructed the installer to download.