Hi,
Unfortunately, this looks like a generic connection error in your local environment (i.e. unrelated to AdWords API). Connection related errors may occur if you are sitting behind a proxy, using a firewall that blocks some packets of data or some other network related problem. Although, the fact that the error only occurs with large data sets is intriguing.
To see if I can help, could you please provide me with the SOAP XML request and response logs for the success case & the failure case API call? Please click on Reply privately to author when responding.
Regards,
Vishal, AdWords API Team