No, this means that your server is not able to download the geoip information from the internet.
Your server needs to be able to access the specified domains, but this configuration is done outside elasticsearch, it depends on your infrastructure, if you have a proxy or not etc.
The line you shared means that it could not download the database with the geoip information, this could mean that your server is not able to access the endpoint to download it.
You need to check if your server is able to access the endpoint to download it, if you do not have a proxy you need to check if you have any firewall blocking outgoing connections.
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