If you've truly tried different sharing sites and they all have the same issue, the common denominator is you (or rather, your connection/VPN). Try without VPN, and if the issue persists, either fix your connection (Make your wifi signal stronger/stabilize it, or call your ISP) as I suspect that the connection is simply dropping from time to time.
If you don't want to bother with that, simply use a download manager that won't mind if your connection isn't stable, such as JDownloader.
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I also assume your guess was correct, if not, it might not be the download stopping but being stopped, for example by your system because it suspects there's a virus. I believe it would warn you if that was the case, either way, you'd find out if the issue also occurs with Jdownloader or any other download manager.