Check if you have enough space on your system drive. Some games use Temp folder while installing.

Try to free up space on system drive (or where your Temp folder is) or move Temp folder to other drive.

My system drive C: is set to 100 GB from which 55 are still free, so I would not expect that to be a problem.
However I cleaned the temp folder anyway - no change.

Dark Reign and Empire Earth III refuse to be installed for lack of disk space.

Meanwhile I have installed a dozen other games using GOG Galaxy on the very same drive, including Dark Reign 2 and Empire Earth I and II without any problems...

Thanks for your information.

So - after installing the remaining games from my library to another hard disk only 3 are left that refuse to install as in the screenshot I attached.

How to get them to yield and install?

The installation fails because your anti-virus is placing files in quarantine. Disable all features of your anti-virus that are doing this if you want the installation to complete. GOG Galaxy's error messages can be misleading and should generally be treated as "Something went wrong".

Your anti-virus should have a way to report the quarantined files as false positives / submit them for further analysis. You can also try opening a support ticket, though it's unlikely GOG can help in this case.
There's a thread on the game forum about that same file in your screenshot (the additional .download file extension is appended to files that haven't been fully downloaded / moved to their target destination yet), but there are no replies. I wouldn't expect any either, considering how slow game forums can be here.