For me it worked that way, I created a C:/UNREAL folder and selected this one to install, during the download process when creating the UE_4.25 folder, I stopped the download to delete the created and empty folder and restart the download that creates the folder and the process takes place correctly from that moment.
I got the same issue atm, I tried different folders download start but it’s slow (300kb/s) and jumping up down not caused by my internet, I dont have any VPN I can normally download games from epic but not the engine something must be wrong there