Enable debugging in the module and post here the output:

$Net::SSH::Any::debug = -1;
[download]

Also, lots of bugs have been fixed in the development version (available from GitHub) of the module. You may like to give it a try. If you are using the Perl from Cygwin, the new Ssh_Cmd backend is probably your best option.

I have not release it to CPAN because the Net::SSH2 backend is currently broken.