@kingofpain thanks for confirming the CPU version runs without problems. So in that case, there is no local issue preventing the download and the issue might be something else entirely.
With regards to the GPU based.
Please make sure you have followed How To: Install Deep Art Effects GPU exactly. Often mistakes are made by incompatibility of the videocard, or the wrong placement of the cudnn or the fact that Cuda 10 is then used and not Cuda 9.0 as is intended.