My Anti-virus is Webroot. and if this was blocking it, it would block it for the install to my D:\ drive as well
Not necessarily, an anti-virus not only analyzes files, is also analyzes behaviours (it's called heuristic). It could consider a behaviour suspicious depending on the location even though it involves the same files.
In the X:\ (NAS) drive Tmp folder (ver 4.17.3 still) I currently only have the file X_Coollector_MyCoollection.cool showing after the supposed download
Even while the file is downloading, you don't see it at all in the Tmp folder? We need to determined if the file is downloaded to a wrong location of if it's blocked altogether...