Hellblade wants all its files in one folder, yet it's never satisfied with the folder it's in. It keeps asking to correct the pathway, or it won't launch. At other times, it opens and then lingers, and lingers, with no message.

EDIT: When I try downloading again, the files won't download. 0% progress.

Does that occur only when you install the game via Galaxy or when you install it manually too? If you didn't try that, got to your library, click on Hellblade and then: More - Backups & goodies - Game backup copy; download the installer and do a manual installation.

Galaxy does have some access problems for some people, however, updating an already installed game does usually work even for those affected.