I have had a check and the Content Downloader appears to be working fine and downloading at a consistent speed with no loss of connection.
It would seem the problem is likely related to your internet connection which you report is not the best.
I would advise trying to download when the internet is not in use by anyone else and also at off peak times when the connection is likely to be more stable. This may reduce the risk of the connection dropping out.
Unfortunately the DRM system we use prevents content from being supplied in zip form, however I will pass on your suggestions for consideration.