Test with this setup.exe.
Setup runs sucessfully over http, but switch to https by publishing again with the https url or by using
URLDownloadToCacheFile failed with HRESULT '-2146697208' Error: An error occurred trying to download 'https://myurl.com/MyAppFolder/setup.exe'.
As explained on technet [https://social.technet.microsoft.com/Forums/ie/en-US/3d443283-c251-44b8-99ab-7ee33c928eee/group-policy-setting-blocking-downloads-from-https-even-on-trusted-sites?forum=ieitprocurrentver](Check the GPO) the GPO was under:
User Configuration\Policies\Administrative Templates\Windows Components\Internet Explorer\Internet Control Panel\Security Pages\Advanced Page\Do not save encrypted pages to disk
User Configuration\Policies\Administrative Templates\Windows Components\Internet Explorer\Internet Control Panel\Advanced Page\Do not save encrypted pages to disk
By default this value is not configured
In Internet Explorer the associated configuration option is found in Internet Options on the Advanced tab.