MSYS2/pacman can't run update-core or sync database "filename too long" error

I'm attempting to install and use MSYS2 (just getting started with it). I used the installer msys2-x86_64-20150916.exe and that seemed to go fine. Following the install directions, I ran both the update-core script and package database sync. Both fail. I show some of the output of the update core script below. The database sync fails for same "filename too long" reasons.

==> Update package databases...
:: Synchronizing package databases...
downloading mingw32.db...
downloading mingw32.db...
downloading mingw32.db...
downloading mingw32.db...
downloading mingw32.db...

error: could not open file /var/lib/pacman/sync/process?a=-3-lqCLzXmOVMGhdCngyCV4_GayxZ9J_5BY5vi5g3cT8TnaVOyHNkP3i0c8d5C4blqAp5pNlE0ed_vEU-kPSDHKOg&b=PPNTxJgmwuDT5DPf_2sovf-m6J5IoL2zxXU84ePhgAUcZBDyVD_v4wfG6xGP3FZCi8b3EStJPpKrKU8ykIp4uPYrbGFuUlsd-FOf5alMDNO2Olf-YFTsRpUe24Yfq_ATwekjooJm-B-XXCVQ1YAE-3RUWx6oUzFYRJU02LpZIsToFNPuxq-KAou5Jn0dv8rnnKahdjG5tC2rTNNj4gWmj4P_9EX4TcaNgFcSKXzudqLljMnXiamdT4NGmqOPl_cDHrPSnLGDHLWoQHEqx1lL22LYPuzY135OpobhnKym1KM1DLksJiU3U9CwbJ7-2dUD2k1mXjQYV6qGC0I6VRGIkmjkOUCiGsiLMlz-OnHKs_CgI0NyreR38yFPfW6pnW4skarOGfYj0p9pp2MMCMeXtQF6XDDZs3Hah8QoEBL8ZQjD9pArAbk34E9jUIgJXG4I&blockedUrl=http%3A%2F%2Frepo.msys2.org%2Fmingw%2Fi686%2Fmingw32.db.sig.part: File name too long

...

==> Checking if there are critical packages to upgrade.
error: could not open file /var/lib/pacman/sync/mingw32.db: Unrecognized archive format

...

I am running on Windows 7 Enterprise.

Solution

Let's look at that long filename more carefully. Here is an excerpt from it:

blockedUrl=http%3A%2F%2Frepo.msys2.org%2Fmingw%2Fi686%2Fmingw32.db.sig

It looks like you are behind some sort of firewall or censoring software that is blocking a download. You should see if you can download http://repo.msys2.org/mingw/i686/mingw32.db.sig in a normal web browser. If not, then you can report the problem to your system administrator and ask them to unblock repo.msys2.org.

When you test the download, make sure that you are able to download the file without clicking through any interstitial web pages, because the MSYS2 software will not be able to do that. You should be able to just click on the link above and it should directly download the file.