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if you look at the data in the DownloadData cell you will see that there was no error and data came through. teh reason it is red, is that there are a large number of records which are considered "NOT OK" in terms of data quality. it is because many records have leading or trailing spaces.
If you put a text to columns tool after this and parse to rows by using \n (new line) as the delimiter, you will see that all of your data is there. I'm not an XML pro so I would have to work on this further to parse out the xml more expertly :-)