So, the actual downloads come from buckets on GCP. Perhaps your firewall is blocking them...
Go to your elasticsearch VM and try
curl -O "https://storage.googleapis.com/elastic-paisano-production/maxmind/GeoLite2-City.tgz?X-Goog-Algorithm=GOOG4-RSA-SHA256&X-Goog-Credential=elastic-paisano-production%40elastic-apps-163815.iam.gserviceaccount.com%2F20241004%2Fhenk%2Fstorage%2Fgoog4_request&X-Goog-Date=20241004T000027Z&X-Goog-Expires=86400&X-Goog-SignedHeaders=host&X-Goog-Signature=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"
You should get a tar.gz...
If not you may need to manage manually...