I had the same issues with the last episode download....
Mind you, I have a brand new 64GB Retina Ipad...
The last episode was a bitch to download....if you keep getting this
WIFI connection error ( like I did despite a strong connection ) try rebooting your system !
Keep your IPad plucked in ( this last file seems big and takes a good while to download ) and be sure your "autolock" is OFF so it doesn't interrupt the download by shutting down
Hope this helps
Happy New Year and happy gaming