Refuses to open at all if I attempt to open it via clicking on a download link.
Paste the following in explorer's (aka My Computer) address bar
This should start BaSS download through the GOG Downloader. If it does, then for some reason the gogdownloader:// protocol isn't set correctly in your browsers. See here
for how to properly set it.
There is also the chance that your antivirus/firewall is blocking and/or sandboxing the downloader, thus the slugginess. Temporarily disable your security suite and see if the downloader reacts faster, and if it does, see your security suite's documentation for how to whitelist an application.