Why some data will download as corrupted files or stuck while downloading?

When I download the Veraset dataset, some parquet files will show their size as 5kb and I cannot access to this file by R/Python. I use python in my MacOS terminal. When downloading Veraset dataset, some parquet files will also be stuck. For example, its downloading process will be stopped at a size (e.g. 90% or 80%). Is it my internet problem? My base is Hong Kong. Whatever I use VPN or not, this problem usually appears and it make my efficiency lag behind. Thanks!