We have had the same issue and tried the things mentioned so far (cleared TEMP- and Update-Folders, Restarted Service, etc.).
We are using a UTM-Appliance (Firewall) filtering all our traffic, including http/https, transparently.
As mentioned in the ESET KB ( hxxp://kb.eset.com/esetkb/index?page=content&id=SOLN332 ), exclusions were defined for the ESET-Server-NAMES.
But ESET does not use the Server-Names for updates, but only the corresponding IP-ADRESSES!
As soon as all IP-Adresses have been excluded from beeing filtered, the update worked like a charm.
Hope that helps!