Just trying out the new version, all the dialogs seem to work as they should. Might be nice to suggest some locations for data with the ability to select somewhere arbitrary as well - most people probably won't care what the folder is called... you could suggest ~/OSMServer or sdcard/OSMServer and create the chosen folder too, which would prevent the user having to leave the app and come back.
I also got the connection closed error downloading the map data for Great Britain (on Fairphone 2, if that matters). I'll try again whilst charging and see if that helps.
Also, in the download counter what do the D and W in brackets stand for?