same，not solved

Quick workaround... (could break other db downloads)
Inside "...wfdb\io" edit file "download.py" line 282.
Original

        db_url = posixpath.join(config.db_index_url, db_dir, record.get_version(db_dir))

Modified (version concatenation commented)

        db_url = posixpath.join(config.db_index_url, db_dir )#, record.get_version(db_dir))

The issue is that the os.sep should be replaced with a "/" in the if cited by @jlnbotello, as the url uses / and not \

You are right @lbugnon !!!

    if '/' not in db_dir:
        db_url = posixpath.join(config.db_index_url, db_dir , record.get_version(db_dir))
    else:
        db_url = posixpath.join(config.db_index_url, db_dir)

Thanks for the catch @lbugnon! Silly mistake during development which didn't show up on my Mac 🤦 This reminds me and further increases my desire to add Windows OS testing to Travis.. hopefully to be implemented soon!