from the screen capture I gather that the current file geodatabase has a lock that prohibits the download tool (the first one in the model you are executing) to generate new feature classes.
Why you are encountering such an exclusive lock on your database I do not know. You might to try to restart ArcMap and have another download attempt or create a new file geodatabase altogether. If you are running the model as part of a background geoprocessing
try to switch to foreground execution - maybe that helps.
I am not aware that those symptoms have shown up in our system during testing but we are listening to all reported issues.