It looks like you did not download the. complete VCF file, or there was some corruption during download. However, even if you had the complete VCF file it is malformed, you would get a different message but it still would not be loadable. The error message is
htsjdk.tribble.TribbleException$InternalCodecException: The following invalid GT allele index was encountered in the file: 0, for input source:....
There isn't much to be done about this. You could raise an issue at https://github.com/samtools/htsjdk/issues, they might have some suggestions on fixing the file. Include the link to the file, and the error message above.