Just try
Delete all files include "C:\users\username\Documents\My Games\FINAL FANTASY XIV\downloads\"

if your client still report same error,

1. Run "Final Fantasy XIV config" (From your Start menu)
2. Choose "General" Tab
3. Set "UPnP port mapping" as "DO NOT USE"
4. Click OK
Set your anti-virus and firewall software "Disable" until updating completed.
Check your router port settings and open all port to ff14 client PC.
DO NOT forget re-set your security software "Enabled" and router port settings!