setup-x86_64.exe can not create download folder

[David Balažic]

Hi!

 I just downloaded https://www.cygwin.com/setup-x86_64.exe   version 2.925

After starting, I:
 - selected "Install from Internet" (actually it was already selected)
 - left defaults: root dir=C:\cygwin64 , Install For: all users
 - the Local Package Directory was: C:\Users\AdminGuy\Downloads\
   I added cygwin_download_temp to it to get:
C:\Users\AdminGuy\Downloads\cygwin_download_temp

After clicking I got an error dialog:

---------------------------
Cygwin Setup
---------------------------
Directory C:\Users\AdminGuy\Downloads\cygwin_download_temp does not
exist, would you like me to create it?
---------------------------
Yes   No
---------------------------

I clicked Yes and got an error that it could not create the directory.
So I created the folder in Explorer and then continued.

Notes: I tried to reproduce it in a second instance of
setup-x86_64.exe but could not, it created the folder without a
problem.

So I closed (clicked the Cancel button) both instances and run it
again, and I could reproduce the problem. After changing the local
path, I pressed the enter key instead of clicking next. The in the
error dialog asking to create the folder, I pressed space. Then I got
the dialog:

---------------------------
Cygwin Setup
---------------------------
Couldn't create directory , sorry.  (Is drive full or read-only?)
---------------------------
OK
---------------------------


Very strange, sometimes clicking Yes in the "would you like me to
create it" dialog just brings up the same dialog again and again,
until a few iterations is shows the "Couldn't create directory ,
sorry." dialog.

Can be workarounded, but a bit annoying.

OS: Windows Server 2019 version 1809

When I start setup-x86_64.exe the UAC dialog pops up where I click Yes.

Regards,
David