How solve the WebException error during building UE on Mac?

Hi, I want to build UE on Mac and I am following the instructions from this page: but when I try to run Setup.command (3. step in the guide) I get to around 93% and then a WebException error pops up like this:

Even though there seems to be the same question from 2019 I cant use the solution given there as I cannot disable firewall.