The second solution in itunesconnect using the application loader behind the firewall worked for me.
For reference:
Go to the "Settings", "Advanced", select only DAV.
Port 443 (aka HTTPS) will be used for download.
Then use the application loader to download the application.
PS. For me, it remained at 0 bytes per second for five minutes in the “Downloadable Package to iTunes Store Message”, but provided there were enough time updates at 50%, and then at 100%. Leave it to work for 10/15 minutes (depending on the size of your application) before you leave it.
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