I could not get leiningen to install under Win10 a week ago, was quite a sobering experience. Some site that was linked to download from got a 404, then I got directed towards some bat script, which complained about HTTPS certification issues (lol)? Took less than 5 minutes under a linux server though, so thats something, I guess. But still, its kinda mind-blowing how much Win users are ignored.
Did you resolve it under windows?
I tried changing the .bat file as suggested and manually putting the zip in a folder, still no luck.