Android studio SDK installation issue in Windows 11

I have downloaded latest version of Android Studio (Android Studio Chipmunk 2021.2.1 Patch 1) and trying to install on Windows 11. Installation went successful, but I am getting the following issue during the SDK setup,

It showed, all three are installed but actually none of them are installed. Also, all the check-boxes against them are disabled, I am not able to check any check-boxes. It says "Android SDK is up to date" when I click "Next".

But, on clicking "New Project", I am getting the SDK missing error,

On clicking "Open SDK Manager", I found that the Android SDK location was missing,

Since SDK is not installed (I have already physically verified), I am landing at the "SDK Component Setup" again and whole cycle was getting repeated. I have already tried uninstalling and re-installing multiple times but not getting any better luck. I searched for solution for more than 4 hours, at last, I am posting my issue here. I will be highly thankful for any help with this.

I have already solved this issue. The problem was with the firewall. Once restrictions with the firewall were relaxed, everything started working then.