Answer to part 1)
Unfortunately there is a bug in the installer script for windows, this will be fixed in the next release. As a quick fix for you: You can edit the .bat files (arangod.bat, arangosh.bat, foxx-manager.bat etc.) in these files there are references to some files/folders like ".\data" or "arangod.conf“ if you add absolute paths to these files/folders it will be working from any location on your filesystem.
Answer to part 2)
this behavior is due to a bug in ArangoDBs communication with github. ArangoDB internally requires a content-length to be set when downloading a file. Github however does cache this size only for a limited period of time after each download, after this period the content-length is dropped and recalculated during the next download (so the next download does not send a content-length).
This causes your error message from time to time.
To fix it: Just run the same command again (retrigger the download)
The core team has this bug on the radar and will fix it in one of the upcoming versions.