Hello Brendan, my name is Sharbel
When you first launched the game, did you allow it through the Windows Firewall? The game usually asks this right after you open it for the first time. If you didn't, I recommend going into the Windows Firewall settings and manually allowing Gears 5.
Another thing that could block the installation of the remaining components is your antivirus. If you have one installed, try temporarily disabling it and then resume the installation, or even better, reinstall the game from scratch and see if that solves the problem.
If none of this works, the issue might be related to your home network. Try setting a different DNS server. Also, if you're using both a modem and a router, connect your PC directly to the modem since some routers have built‑in firewalls that can block downloads or connections depending on how they’re configured.
Lastly, if possible, try connecting to a completely different network and see if the installation goes through there.
I hope that helps