I'm an EU PC user and I'm having the same error while trying to download Episode 4 when I try to download Ep. 5 from the game. It says "Check your internet connection" again!...
Is there a similar workaround thread for Ep. 5 to manually download files?
This is really starting to annoy me...
I've tried to uninstall and reinstall the game, now I can't download any of the episode files starting from ep 2..
The "so-called patch" which was supposed to fix this issue is still present.
Last time I wasn't even able to get the files from the manual download links via my home connection, I had to use a proxy to download them without problems.
This time, even I couldn't download the Ep101 setup from the Telltale menu in the site without a proxy.
I don't know what is wrong with your servers... but that patch clearly didn't do the job.
and I really hope it won't take a week or so to get a response from the Support team about this.