It's only 4ish megabytes, shouldn't take 20 minutes to download! I'm not sure how I could go about re-starting the download process (I've tried rebooting Keyboard Maestro, and the Engine, still sticks at downloading).
(edit: I've found the 'eng.traineddata' file in the application support folder - it's stuck at 'zero bytes' so it's just not downloading at all...)