Downloads are working correctly since latest update from yesterday.
Either it was a bug in iTunes or in the OSX itself.
I rather think it was the OSX, because the bug occurred to me after a OSX update and not after an iTunes update.
Today I downloaded the iTunes extra from the movie the hobbit with a total of 15 GB in one try.
So apple was aware of the problem the whole time and did not say a single word to their customers. I'm really angry about suchg a behaviour, because I wasted a total of 2 days to try out the possible solutions sent from the support team.
@Apple: this is not the way to keep customers, this a way to get rid of them! Just think about it .... I'm close to being done with Apple !