It does sound like a corrupted file @Jh30 @AC90
The fact it's happened to two people in the same way suggests there may be an issue at the Sky end but it's really hard to know without getting in touch with the Sky store team.
It may be worth trying to delete the partial file. Then go to your recordings / manage / deleted setting and delete the rental again out of there.
(if you miss out this step and just redownload, you will bring back the same file you deleted).
Then try to download again (but bear in mind even if it works you will only have 48 hours from when you first pressed play, until the rental window ends)
If that doesn't help, the Skystore contact link is here, but livechat isn't open until 11am Wednesday
Hope that helps
https://www.skystore.com/n/hcus/help/contact-us
