Recent Update

TomaIsTosik  This particular error has traditionally been antivirus-related.  So please set exceptions in yours for TS4_x64, TS4_DX9_x64, and TS4_Launcher_x64, or the entire Bin folder they're in.  Set an exception for EADesktop.exe as well while you're there.

If this doesn't help, you can temporarily disable your antivirus, or Controlled Folder Access if you use Windows Defender, just long enough to open the game and download the SDX content.  As long as you don't do anything else at the same time, your computer should be safe, and you can reenable the AV afterwards without losing the content.