Hello @Ibrahim Adeniregun ,
Thanks for reaching out to Microsoft Q&A.
Are you trying to run any of your custom script as a part of VMSS creation?
As per the error message 'Failed to download all specified files.' - the script is not able to contact the required source to download the required files.
Please make sure that the same script can be executed manually before using CSE to load it and run it.
Make sure first the script can be at least downloaded.
Try to put those required files somewhere where extension can download it without intervention like Azure Storage etc.
Take a look at the below document for additional details:
https://learn.microsoft.com/en-us/azure/virtual-machines/extensions/custom-script-windows
There will be a detailed error log message in the VMSS instance: C:\WindowsAzure\Logs\Plugins\Microsoft.Compute.CustomScriptExtension
Also check if your VMSS nodes/instances are able to reach out to internet i.e., outbound connectivity
Let us know if that helps !