I found out one issue: PS CC tries downloading the filter using the wrong size (previously at 165mb). Now this file is 300MB+ so PS bails out immediately. I used my new laptop that is not fully setup to download the neural filters (all of them) and it worked. I have copied the filters from the laptop to the PC. Now they all work. I compressed the directory containing the filters (You cannot separate them easily) and the result is a mammoth 1GB compressed file. I am uploading said file on my server and will make it available upon request.