Hmm ... interesting. I install everytime offline and it worked in every Install that I have made - independently from Distro ...
Did You downloaded the ISO from a Server near Your Location?
No idea, I just clicked the download link on Zorin's web site. 
When You do that and the little Window comes where You can choose how to safte the ISO, click on the x and the Zorin Page look like this:
When You click on ''Download from a different server ...'', You get a List with Mirror Servers where You can download the ISO. And there You have even one from Copenhagen:
I don't know why exactly it doesn't work for You right with the Location and the Offline Installation but if You should need to install Zorin in the Future, You could take this ISO and try if it works better.