Hi,
Corruption within the Windows Update components is one of the possible reasons as to why you're having issues with installing the updates. To assist you with your concern, we suggest that you follow the troubleshooting steps provided on this
link to fix Windows Update issues.
Do get back to us with the results.
When I download the Updater and start it, I get the same "check you internet connection" message (Windows SmartScreen can't be reached right now).
So, I really believe that I virus has set a system-wide proxy.
Waterfox has no problems connecting to the internet after I removed it from its settings.
EDIT: Oh, SmartScreen seems to be something unrelated. After I started the updater, I got the same "check your connection" message.