Adobe Creative Cloud app fails to install on Mac OSX El Capitan

I try to install Adobe Creative Cloud on a clean MacBook Pro running El Capitan OS.

I tried download Creative Cloud app from the app catalog Adobe Creative Cloud desktop apps | Adobe Creative Cloud. When I click on the downloaded dmg file, the installation starts and then it throws 205 error and exits. The message displayed: "We've encountered the following issues: There seems to be a problem with the downloaded file(s). For troubleshooting tips, please visit our customer support page. (Error code: 205)"

I tried to download Lightroom from the same catalog page, which first tries to install the Creative Cloud App. The result is the same.
Then I spent hours in the forums, I tried the Creative Cloud Cleaner Tool, and tried all over, the result is still the same.

Then I tried Adobe Application Manager: Adobe - Adobe Application Manager : For Macintosh : Adobe Application Manager, which also failed. The message displayed was: "We've encountered the following issues: Sorry, there seems to be a problem with download process (Error code: A12E5). For troubleshooting tips, please visit our customer support page."

This is a new Mac, no Adobe product was installed on it. Before I tried the Adobe Application Manager there were nothing except for empty 'cap' folder in Application Support folder for Adobe. After attempt to install the Manager, there are more folders, including OOBE.

Please help me install Creative Cloud. It's really frustrating, I don't know what else I can try.