Artifacts are actually stored in Azure blob storage, in West US region. When you hist the link like you sent, you are actually got redirected to the temporary URL on Azure. I would recommend to use Fiddler to see what happens during download error. Also I wonder if tool you use for download or some firewall in between is not happy with the redirect.
So far we have only had reports of failures from Australia/New Zealand, however the reports come from those using several different ISPs.
I had several failures this morning while trying to download snapshots using Chrome, all errors reported "Network Error". Repeated clicking retry seems to eventually (after many failures) result in the file downloading. A colleague also had an error downloading a snapshot while using Firefox.
I tried routing traffic through Fiddler and all downloads seemed to succeed.
After closing Fiddler, downloads continue to succeed.