My downloads hang across the OS
The next thing is to determine if all network downloads are broken on your Mac or just Apple downloads.

It's possible you have a bad external network route or the networking settings on the Mac are substantially different than the PC. It could also be as simple as the date / time are wrong on the Mac or some other thing that is breaking SSL/HTTPS/TLS or whatever secure connection the Mac is negotiating with the download server.

Is there a reason you aren't using the App Store to do the download? Perhaps bad speeds or remote / heavily filtered internet in your country?