Why??? Why??? with VS 2015 (???)

Just a few things to worry about:

1. Is your internet connection public? Most ISPs would block the URLs they want, they would never even share their intent with you. So, make sure you can access the resources from Microsoft servers. 
2. Is it the Firewall blocking the incoming traffic? Recheck under the Firewall settings.

Done? Still doesn't work. Here is the universal fix for that, go to Visual Studio Downloads. Select the version you need and then select download ISO. That would automatically create an image file for your system with the version and edition you chose. In that file, all of these resources that you cannot download are already packaged. 

 

This way, you do not need to download the files after you download the image file. Remember the image file will be of the same size, more than 3 or 4 GB. So that you do not have to wait for internet to install the products and services. You already have them on machine.