Can you try pushing that "Details" button and tell us what is it says? That button will probably bring up a log file which you can either attach or copy/paste into this support request.

That log file will probably say exactly which file it was trying to write where and that might give us a hint as to what is going wrong.

I have not seen that error before.
--Nick

The error in that log file is:
An established connection was aborted by the software in your host machine

One thing that you could do is to try to use Internet Explorer to download this file, and see if you get a helpful error message
https://skyline.gs.washington.edu/software/Skyline-release-64_4_2/Application%20Files/Skyline_4_2_0_18305/Skyline.pdb

That was the file that you seemed to have a problem on. Internet Explorer behaves most similar to what is going on when you try to install Skyline, so it might have better error messages.

If that does not work, you might try installing the "Unplugged" installer. You can install that here:
https://skyline.ms/wiki/home/software/Skyline/page.view?name=install-64-disconnected_4_2

-- Nick