I had a hard time understanding the problem.
I wanted to ask you if you can install vmware-tools and then check if it improves.
Thanks for posting the capture. When downloading the .tgz, the client has done everything correctly and it is waiting for the remote server to follow up with the HTTP content, but it never arrives.
From what I've seen so far, I suspect you have a Path MTU Discovery blackhole along the route between the path between your host and the server, and mixed MTUs. It's basically a guess, but the symptoms broadly match.
If you slightly lower the guest's interface MTU (e.g. sudo ifconfig en### mtu 1400), do things start to work properly again?