OK, I have tried the following:
1) Connected to modem by ethernet cable.
2) Re-booted modem.
3) Un-installed Norton Anti-virus software.
4) Performed Disk First Aid on HD in Recovery mode.
5) Activated Contact Cacheing with "all content" unlimited.
6) Tried the download in Safe mode.
All of these have failed repetitively.
With Activity Monitor, you can see that the actual download finishes but then as the install proceeds, it gets to between 10GB and 14GB of reading and then it suddenly stops and gives that same "download failed, check your internet connection."
Obviously, this has nothing to do with the download failing and there internet, it is Big Sur itself that is halting the process.
This is so incredibly frustrating to be given advice that leads one on a wild goose-chase and yet the problem remains.
Does anyone in support actually look at code to see if there is an obvious problem there?