Can you clarify? Does the game start downloading and then stop part way? This sounds like it may be related to itch.io, and not Celeste specifically.
Viewing post in download forbidden?
I think I initially got this message but assumed my winrar wasn't working right as I kept getting this message:
\celeste-win.zip: The archive is either in unknown format or damaged
So I downloaded winzip and it seems to come up error, empty zip file
I may be doing something wrong so any suggestions would be welcomed!