Since the groovy installation from codehaus is broken right now, a possible workaround could be to specify a download URL to an zip/tar.gz file.
This seems to be broken too, since nothing will be downloaded and installed when I use the groovy version in my job.

The download URL that I've used is http://dl.bintray.com/groovy/maven/groovy-binary-2.4.3.zip. I'm able to download with a browser. Using wget/curl, shows that there is a redirect response, that might not be properly handled by the groovy plugin at the moment.