Hi.
you can manually download the regression test from here https://ftp.gromacs.org/regressiontests/regressiontests-2019.6.tar.gz
Then run with -DREGRESSIONTEST_DOWNLOAD=OFF
If it is not working then the problem may be somewhere else.
This discussion may be of interest 502 bad gateway - downloading Gromacs 2018 regression tests
Alesssandra