I saw this error once. The reason was in a Kaspersky antivirus is running. I don’t understand why it changes the certificate chain, but disabling it for the time of the toolchain download (happens once) solved the issue.
Do you have any aggressive anti-virus software? Can you download the archive from the given URL with your browser?
I think the archive became damaged after the first interruption. You can try to manually delete it and try again or setup the toolchain manually. See Can I manualy install the toolchain?