We had similar issues when we had our sky Q box installed. We had to fiddle with the WEP/WAP settings on the router (we also got rid of the cheap router that Sure had provided - that helped a lot). I think the WEP setting is a less secure connection but it works for us.
We also switched off the settings on the Sky box that allows it to communicate with secondary sky boxes in the house (we don’t have any others), because that was causing some conflict with the WiFi signal.
I stand to be corrected on any of the above. I am not a computer geek at all.
Having said all of this, although we can download films and most channels okay there are still some channels it really doesn’t like to download from, for example sky Atlantic.