@TremoJem
Another quick comment that occurred to me is you can copy all of the downloaded files to the download directory specified in the CCC settings. Mine is set to a magnetic HDD (F:\Cakewalk Content\Command Center\Downloads), and what this allows is to change the installation lights in CCC to green. You can also opt to simply install via the CCC once copied, as you have bypassed the "download" part and it will just jump to installation after verifying the file (but this reduces flexibility in installation).
Manual installation launches the installers individually which allows for more control over installation path, but does not change them green in the CCC.
If the red lights bother you, you can manually run them first and then reinstall via the CCC (this is what I did since the red lights did bother me, but they are irrelevant to SONAR so long as the installer was run).
I just realized this was a thread hijack, but wanted to get that information out to you.