Julia 1.6 other libcurl download issues

Great, now we know, that the right libcurl is loaded.
Next step is to get some verbose information about your download problem.
Please run the following commands:

cd("c:\\Temp")   #or another folder where you can write to
using Downloads
url = "https://github.com/JuliaBinaryWrappers/GR_jll.jl/releases/download/GR-v0.57.2+0/GR.v0.57.2.x86_64-w64-mingw32-cxx11.tar.gz"
open("out.stdout", "w") do sout
    open("out.stderr", "w") do serr
        redirect_stdout(sout) do
            redirect_stderr(serr) do
                Downloads.download(url;verbose=true)
            end
        end
    end
end

Copy&Paste everything from the REPL here and:
This produces the important file out.stderr with all information while downloading the GR artefact.
Copy&Paste all the content of out.stderr here.

Hopefully we get some hints whats going wrong. See you in 9h, Good Night.