It depends on target platform u want to test or release you game for .
so If u want to release ur game as minimum android version required is 5 or lolipop , then u dont need to download all previous SDKs . u have slow internet connection thats the reason, I remember when I did that for first time 3 years ago on 1mbit internet speed, it tooks 3 days something like that while installing everything since I was out of experience .
You need to install target device sdk , java and ndk .
You dont need to download all sdks unless u will have different release for each platform version .