Could not download any gradle-wrapper

Unable to initialize gradle-wrapper, caused by connection timeout.

I tested trying to visit,, and on my desktop, but my browser shows ERR_CONNECTION_TIMED_OUT.

However, I can connect to all these domains from my phone without wifi.

I have never set up a firewall, any ideas on how to fix this?

As you verified from your phone, the sites work fine.
So this seems to be some network issue local to your computer or its network infrastructure and not a Gradle topic, so it is off-topic here.
But besides firewall also consider proxies you might need or anti-virus, or some measures between your computer and the websites like some network component interfering.