First, upgrade to version 4060. There were a couple of nasty OFX bugs that prevented the setup of OFX downloads. If that fixes the issue we are done.
If not, the reason I asked for the bank is there are a few banks in the list that have either recently stopped OFX direct downloads, or do not perform well, which is why Moneydance+ is being implemented. I understand you may not want to disclose the bank, but if the first paragraph doesn't work, knowing the bank would be the only way to diagnose further.