For Starcraft Anthology, could you try this link for Windows and this link for mac? It may still give the error but the file installation should work. Edited the link above.
This issue is intended to track the set up file installation issues. If you are running into this issue, please refer to the post above for Battle.net and this post for Diablo III.
If you are experiencing a different issue such as “Starting battle.net” or after the Blizzard Application is installed and its running into installation issues, please refer to a more recent thread or create a new thread.
Thank you for your reports and if you do need to provide an installation issue, please report here with a connection tests to our patch servers. Use the IP Address/Host name: us.patch.battle.net
You can copy and paste it here between two ~~~ like so:
~~~
Connection Test
~~~