Galaxitus: There's currently (and since a while) an issue with the input field of the GOG Galaxy settings.
To put it simple, the value is divided by 3 internally, hence a temporary solution is to put the desired value multiplied by 3.
So, if you want 10MB/s, you gotta enter 30MB/s in the setting.
This has nothing to do with people firewalls nor PC nor bandwidth. It's a simple error done by the app dev at some point. (Though people's firewall and bandwidth can affects the download speed, this bug is unrelated to it.)
So, let's say you got a slow 1MB/s connection (like I do) and want to only give GOG Galaxy half of your bandwidth, setting the bandwidth to 1500KB/s will make the app limited to an actual 500KB/s.
Note: Don't judge people's slow bandwidth. Some area in the world have some insane inflate in price for even average bandwidth.
Thank you. This did it for me. At first I thought I am to dumb for GOG Galaxy but it is just a bug. After I multiplied the number with 3 I got my wished download speed. :)