Just to update you on our issue, our network security folks found the issue with the < > queries being blocked (by assuming the NetScaler WAF). So now that that is fixed, I am able to download.
I would have never guess that not being able to do a query with and less-than, or a greater-than symbol (and maybe other) against the ArcGIS Server service query page would be connected to an issue on OpenData....but it was. Esri staff called it right.
I wanted to mention this in case others run across this thread and have issues. I good thing to test....outside your firewall.
Anyway, as you mentioned Chris....our download is a bit slow too.... but it at least works now.