I had the same problem.
Check the install log at
/var/log/install.log
Somewhere there you will find the download URL where the installer is download from Apple ("Install <Something>.pkg", I have forgotten the exact name). Copy that URL and download it with Safari (should be 9+ GB), then install the package yourself and run the installer app from the Applications folder. That's what I did, and it was easier and faster than using System Preferences.