I don't know about drive space but if the drive that Trainz is downloading the DLC to runs out of space it can just stop in the middle of the download and not continue.
Another thing I can think of is the connection between you and the DLC servers got cut off and Trainz doesn't know how to reroute it back to the DLC servers.
Because I've made that route I can PM you the route if you continue to have issues.
Cheers