I did have a problem with the Mathematica 11.3 Download Manager under Windows 10: the download reached the final 12MB and then I got an error that there was a write access problem. I spoke with Wolfram tech support about this, and the representative indicated: (i) they had been having trouble with the DM earlier in the day but thought the error had been fixed; and (ii) my particular issue may have been that I was running Windows 10 as a virtual machine under a Mac host.
There was no resolution of the problem other than the representative supplying a direct link to the zip file containing the setup executables.