The solution for the problem.
I faced the same problem while installing several support packages such as Matlab and simulink for Arduino. I strongly suggest you use an internet connection that is very fast (I recommend you use Ethernet/cable instead of wi-fi). This is what I did and the entire process was a success. Please let your fist priority be a super fast internet connection before seeking out for advanced solutions such as proxy/firewall settings. Am very optimistic this will help since it helped me too. Wish you all the best.