Native Linux Build Fails: UnauthorizedAccessException

Hello.
I hava tried to install Unreal 4.25 on Ubuntu 18.04. I also tried 2.24, but I got the same error. This is the message:
This is the message for the second execution of “./Setup.sh”. The first gives the same error at 99%.

$ ./Setup.sh
Fixing inconsistent case in filenames.
Setting up Mono
Checking dependencies…
The following file(s) have been modified:
Engine/Binaries/ThirdParty/Mono/Linux/etc/mono/registry/last-btime
Would you like to overwrite your changes (y/n)? y
Updating dependencies: 1% (1/17), 0.1/0.8 MiB | 0.01 MiB/s…
Failed to download ‘http://cdn.unrealengine.com/dependencies/UnrealEngine-7235308-3ea1d61ea5264fd9a0aba5ac630f4e2a/e9a09b093995c04d2acb7e3436c6e7c61725a33d’: Access to the path “/home/lucas/opt/UnrealEngine-4.24.3-release/Engine/Binaries/ThirdParty/Python/Linux/lib/python2.7/test/testtar.tar.incoming” or “/home/lucas/opt/UnrealEngine-4.24.3-release/Engine/Binaries/ThirdParty/Python/Mac/lib/python2.7/test/testtar.tar.incoming” is denied. (UnauthorizedAccessException)
Result: 1

I’ve tried with v. 4.26 and got the same thing:
~/opt/EpicGames/UnrealEngine$ ./Setup.sh
Registering git hooks… (this will override existing ones!)
Fixing inconsistent case in filenames.
Setting up Mono
Checking dependencies…
Updating dependencies: 99% (63387/63475), 11744.7/11746.0 MiB | 5.96 MiB/s…
Failed to download ‘http://cdn.unrealengine.com/dependencies/UnrealEngine-7235308-3ea1d61ea5264fd9a0aba5ac630f4e2a/e9a09b093995c04d2acb7e3436c6e7c61725a33d’: Access to the path “/home/lucas/opt/EpicGames/UnrealEngine/Engine/Binaries/ThirdParty/Python/Linux/lib/python2.7/test/testtar.tar.incoming” or “/home/lucas/opt/EpicGames/UnrealEngine/Engine/Binaries/ThirdParty/Python/Mac/lib/python2.7/test/testtar.tar.incoming” is denied. (UnauthorizedAccessException)
Result: 1
I’ve tried this, but got the same thing on v. 4.24:
chmod +x .
In v. 4.26, after chmod +x I got the following message:
~/opt/EpicGames/UnrealEngine$ ./Setup.sh
Registering git hooks… (this will override existing ones!)
Fixing inconsistent case in filenames.
Setting up Mono
Checking dependencies…

Unhandled Exception:
System.UnauthorizedAccessException: Access to the path "/home/lucas/opt/EpicGames/UnrealEngine/Engine/Source/ThirdParty/Python3/Python-3.7.7.tgz" is denied.
  at System.IO.FileStream..ctor (System.String path, System.IO.FileMode mode, System.IO.FileAccess access, System.IO.FileShare share, System.Int32 bufferSize, System.Boolean anonymous, System.IO.FileOptions options) [0x0019e] in <98fac219bd4e453693d76fda7bd96ab0>:0 
  at System.IO.FileStream..ctor (System.String path, System.IO.FileMode mode, System.IO.FileAccess access, System.IO.FileShare share) [0x00000] in <98fac219bd4e453693d76fda7bd96ab0>:0 
  at (wrapper remoting-invoke-with-check) System.IO.FileStream..ctor(string,System.IO.FileMode,System.IO.FileAccess,System.IO.FileShare)
  at System.IO.File.OpenRead (System.String path) [0x00000] in <98fac219bd4e453693d76fda7bd96ab0>:0 
  at GitDependencies.Program.ComputeHashForFile (System.String FileName) [0x00001] in <0916da07a3c04a6aa2e0f66d38c790da>:0 
  at GitDependencies.Program.UpdateWorkingTree (System.Boolean bDryRun, System.String RootPath, System.Collections.Generic.HashSet`1[T] ExcludeFolders, System.Int32 NumThreads, System.Int32 MaxRetries, System.Uri Proxy, GitDependencies.Program+OverwriteMode Overwrite, System.String CachePath, System.Single CacheSizeMultiplier, System.Int32 CacheDays) [0x0029e] in <0916da07a3c04a6aa2e0f66d38c790da>:0 
  at GitDependencies.Program.Main (System.String[] Args) [0x00481] in <0916da07a3c04a6aa2e0f66d38c790da>:0 
[ERROR] FATAL UNHANDLED EXCEPTION: System.UnauthorizedAccessException: Access to the path "/home/lucas/opt/EpicGames/UnrealEngine/Engine/Source/ThirdParty/Python3/Python-3.7.7.tgz" is denied.
  at System.IO.FileStream..ctor (System.String path, System.IO.FileMode mode, System.IO.FileAccess access, System.IO.FileShare share, System.Int32 bufferSize, System.Boolean anonymous, System.IO.FileOptions options) [0x0019e] in <98fac219bd4e453693d76fda7bd96ab0>:0 
  at System.IO.FileStream..ctor (System.String path, System.IO.FileMode mode, System.IO.FileAccess access, System.IO.FileShare share) [0x00000] in <98fac219bd4e453693d76fda7bd96ab0>:0 
  at (wrapper remoting-invoke-with-check) System.IO.FileStream..ctor(string,System.IO.FileMode,System.IO.FileAccess,System.IO.FileShare)
  at System.IO.File.OpenRead (System.String path) [0x00000] in <98fac219bd4e453693d76fda7bd96ab0>:0 
  at GitDependencies.Program.ComputeHashForFile (System.String FileName) [0x00001] in <0916da07a3c04a6aa2e0f66d38c790da>:0 
  at GitDependencies.Program.UpdateWorkingTree (System.Boolean bDryRun, System.String RootPath, System.Collections.Generic.HashSet`1[T] ExcludeFolders, System.Int32 NumThreads, System.Int32 MaxRetries, System.Uri Proxy, GitDependencies.Program+OverwriteMode Overwrite, System.String CachePath, System.Single CacheSizeMultiplier, System.Int32 CacheDays) [0x0029e] in <0916da07a3c04a6aa2e0f66d38c790da>:0 
  at GitDependencies.Program.Main (System.String[] Args) [0x00481] in <0916da07a3c04a6aa2e0f66d38c790da>:0 
Result: 1

I’ve tried to run as root and got the same thing.

Ubuntu: 18.04
Clang-3.9 is installed
Mono: 6.12.0.90