I was on a beta Battle.net app on my Mac (2017 27" iMac, Big Sur 11.3.1), and I was not able to use it to launch WoW retail, because it was stuck in “Fetching CDN config” part of trying to look for update.
The app informed me that it might be because of the beta state, so I tried to go back to normal version, but that download was stuck on 0% too.
I have uninstalled the Battle.net app, and downloaded the regular version from my account. It is now stuck on the installation after asking me for admin password (to “make changes”) on the step described as “Updating Battle.net Update agent” (at about 45%).
Edit: I managed to fix it by resetting the router and wifi booster. I am on Sky UK.