I use LuaForWindows (latest version) and I have read this and this answer and everything i could find in the mailinglist of lua-users.org. What ever I try (most) sites only respond with either 301 or 302. I have created an example batch script which downloads (some) of the OpenGL 2.1 Reference from their man pages.
@ECHO OFF
FOR /F "SKIP=5" %%# IN ( %~fs0 ) DO lua -l socket.http -e "print(socket.http.request('https://www.opengl.org/sdk/docs/man2/xhtml/%%#.xml'))"
GOTO:EOF
glAccum
glActiveTexture
glAlphaFunc
glAreTexturesResident
glArrayElement
glAttachShader
glBegin
glBeginQuery
glBindAttribLocation
glBindBuffer
the most important part is this:
print(require('socket.http').request('https://www.opengl.org/sdk/docs/man2/xhtml/glAccum.xml')) -- added glAccum so you can run it
This ALWAYS returns a 301. This also happens to me when downloading from other random pages. (I dont note them so I cant give a list, but i happened to find out some of them use cloudflare.)
If i write an equivalent downloader in Java using URL and openConnection() it wont redirect.
I already tried folowing the redirect manually (setting refferer and stuff) and using the 'generic' way. As most of the tips stated in other answers.
You are using socket.http, but try to access https URL. luasocket doesn't handle HTTPS protocol, so it sends a request to the default port 80 instead and gets a redirect to HTTPS link (same link); this goes for several times (as the URL doesn't really change), and in the end luasocket gives up producing the message.
The solution is to install luasec and to use ssl.https module to do the request.