Two things that may help in your case:
- Using a VPN or.
- Downloading the High Res Assets for the game if you don’t have them yet, and if you have the space for them.
Outside of those two suggestions, you can also try disabling Direct Storage. To do this view this post:
-Diablo 4 was unable to retrieve necessary data. Please check your connection - #3 by DTMAce-1687
Other possibles:
- Disable Ray Tracing
- Disable Crossplay