Can you open the developer console and copy/paste the error you're getting? Click on the "..." icon in the top right and under "more tools" select "developer tools", then click the "console" tab.
Uninstall all your internet download managers from your machine this will solve your issue. it could be IDM or anything else but you need to uninstall it. After uninstalling all your internet download managers it will start executing correctly instead of downloading the pyodide.tar.