I've been using the fileDownloadOperation step recently which has been working well. Had need to download a file from our local Nexus installation and it failed without error.

Switched the URL to download a file from the JBoss Nexus installation and it still failed.

Checking the response headers Nexus does issue additional ones concerning XSS however I did not debug fully. It would seem sensible to record what the fault is, at the very least.

Workaround: Use the httpRequest plugin (https://jenkins.io/doc/pipeline/steps/http_request/) within a step as follows:

httpRequest url: 'http://nexus.mycompany.com:8081/nexus/service/local/repositories/thirdparty/content/com/oracle/jre/8u131-windows/jre-8u131-windows-i586.tar.gz', responseHandle: 'NONE', outputFile: 'download.tar.gz'