I've had this popup while I'm downloading the game on pc for the first time. The game gets to 19% and then stops downloading with that message at the bottom. I restarted my pc and the download already.
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The other 2 files weren't there after following the pathway. There was no "game" folder in the "The Elder Scrolls Online" folder. And I didn't even try to locate the fourth because I didn't download the game from steam.
Edit: The only folder there is a "depot" folder with patch data and depot files inside
@ZOS_BillE I can if it fails again. I restarted it all again after turning off my firewall entirely. But the 2 error messages have been "Content write failed" and "Webget request failed"