It sounds like a server issue somewhere between you and the Movies Anywhere streaming origin. This is kind of outside the realm of anything to do with Apple since they are not part of providing the stream. I suggest you do a general web search for: Movies Anywhere error 502
If you are using a VPN, disable it or remove it entirely. It is possible the service is limited to only users in certain countries and if the service detects you are using a VPN they may disable the feed thinking you are trying to get around this restriction.