Error Installing LSH3-2015

[Farflung Wanderer]

Okay, guys, I'm having a really strange problem that I can't seem to find a solution for.

I'm installing LSH3, and I've got everything downloaded properly. I moved all of the downloads to a folder, meaning that when I started, I had:
LSH3-EDITION-2015-STARTER-SPLIT.EXE
LSH3-EDITION-2015-SPLIT.EXE.1
LSH3-EDITION-2015-SPLIT.EXE.2
LSH3-EDITION-2015-SPLIT.EXE.3
LSH3-EDITION-2015-SPLIT.EXE.4
LSH3-EDITION-2015-SPLIT.EXE.5
LSH3-EDITION-2015-SPLIT.EXE.6
LSH3-EDITION-2015-SPLIT.EXE.7
LSH3-EDITION-2015-SPLIT.EXE.8

Following the advice of someone else on the forum, I copied my installation onto my desktop to avoid issues with the LSH installer. However, now that I've gotten that sorted, and I've got my downloads into a neat separate folder, I run into the same issue every time.

First, I start the installer, which creates a merged file, LSH3-EDITION-2015-FULL.EXE. However, this file does not come out completely as a .exe, but seems to be also partly a .7z archive file. This leads me to the main issue.

When I go to the next step, with the merged file being unpacked and configured, I get the following error almost immediately therafter from a 7z extracting pop-up (redacted some stuff for privacy's sake): "0 Can not open file "C:\...\Downloads\LSH3\LSH3-EDITION-2015-FULL.EXE as archive".

What do I do? The installer goes on believing that everything is fine and creates a dummy file on my desktop where the finished product is supposed to go, but none of the .exes inside work.

I can't even open the problem file itself separately in an archive program without the thing saying that the archive is corrupt.

Do I need to redownload the whole thing, or am I missing something vital along the way?