It’s not a bug, but I think it’s a good thing to inform Epic about this issue.
In Russia providers are forced to block some websites (Russian Internet Restriction Bill). And due to nature of DPI they’re using, it’s a common thing to block by IP.
Unfortunately for me (and possibly Epic), cdn.unrealengine.com shares same IP (52.85.239.118) with other website that was blocked by the provider (thank you cloudfront!). This causes setup.bat to fail to download the binaries from Epic’s servers.
This probably will affect a miniscule amount of users. Since this domain used only for GitHub binaries distribution, and not every provider using blocking by IP.
To solve the issue, users could override the IP by one of the mirrors by adding a new record in HOSTS file (thank you cloudfront!):
54.192.130.105 cdn.unrealengine.com
^ this one worked for me, I’ve used ping for each of the IP addresses to find closest one (with lowest time delay)
Cloudfront uses several different servers and DNS server provides You the matching IP of the most closest one.
Have fun! (ironically)