Download Link hesitates download for anonymous users

This is a Duplicate issue, there is a workaround, search for open and closed media and or file_entity issues.

Please link the issue to this one when you find it.

sounds like a web server or php setting issue.
what is your web server version and type?
apache , nginx, iis , xyz?
php version?
review your php.ini settings for the server
review your network configuration and hardware.

I downloaded and installed todays release of the media_dev distribution that has the latest media 7.x-2.13 release baked in , everything works.

sounds like a network issue or a server configuration issue on your side.
double check your php.ini settings for transfer timeout and max packet limits and upload limits and whatever timeout limits you can see.
Here's my php.ini (link , I renamed it to php.ini.txt from php.ini to bypass the upload filter on d.o)
(it works)
I tested on php 5.6.30-0+deb8u1

See screenshot, I downloaded a 6MB file , no problem.

can you try this using a web browser sitting on a computer inside your firewall , the closest possible to the server host network/subnet the better. if it works there, it's some firewall filtering thing.

What you should do is implement https , this will bypass packet sniffers that your network people have enabled (avoid false positives and lost packets by using https because the packet sniffers cannot decrypt the packets and thus cannot filter them) packet sniffing tools that network security people use far too often will mangle packets or drop them completely or break transmissions.

implement https and you'll most likely bypass most of your proxy / packet sniffing /network issues.

otherwise check your server settings,php settings (php.ini for nginx), web server settings (nginx) and/or varnish.

see screenshot

also might be related to varnish
you might want to adjust your varnish settings , could be that the maximum varnish cache size exceeds the filesize. varnish might be trying to cache the request even though it might not be a good idea for it to cache downloads.

You could increase your varnish cache limits so that it can cache huge files.
this might also explain why this only affects anonymous users.

You could also implement some varnish rules to ignore the url pattern that corresponds to the download link.

Suspect most likely conflicting varnish configuration in this case. Not a file_entity problem.

any luck with your varnish settings?