I'v tried about 6-8 times now on several days. Always stops at 100% download with few bytes remaining and then "connection error". Btw: especially nice is the version 2.03BROKEN.
Today I had an update of Gog Galaxy with the same result. And Galaxy tries to update again and again :-(

I have exactly the same problem, I tried to clean install the game but I get the same error.
Rebooting/uninstalling/reinstalling, nothing make it works.

Same problem (stuck in 2.01. 2.03 won't install) : installation fails, problem of connection

Gog Galaxy finally succeeded to update, after few attempts. But it does not change anything to the problem of Pathfinder not updating to 2.0.3


Edit 13June2019: I finally deinstalled completely the game and reinstalled it from scratch, and it worked. I noticed in the history section (Plus\ Saves & Goodies) that there is a patch called 2.0.3_broken to 2.0.3)
In my case, it is probably because of this I had problems updating to 2.0.3....

Haven't tried starting the game after the release of the latest DLC and together patches 2.0x but I noticed getting IPersistFile errors whenever the game tries to update. Looks like it's an issue connected to AV and maleware protection software. Haven't tried it myself but disabling Windows Defender for example might do the trick.

I in getting the same error when trying to install the game from scratch.