1.) This usually means that MWG was not able to connect to the server, of better said MWG says "Hello" and the server does not respond fast enough. You could experiment with some timeout settings and increase them slightly to see if this help to solve the issue. Additionally it would be possible to create a packet capture when the problem occurs which will allow further inspection of at which stage of the communication the destination does not respond, which then leads to assumptions where to look next.
2.) Are you using Progress Pages? Is the load balancer configured in a way that the user always talks to the same MWG? When using Progress Pages the client sends a GET request to the configured Proxy (in this case the load balancer) to update the status of the download. If you are using 4 MWGs and MWG A is downloading the file, this update request can ONLY be sent to MWG A. If the request goes to MWG B this instance of MWG does not know anything about the download and will send back an error, as indicated.
You need to either ensure that session stickiness is given (e.g. a client PC always talks to the same MWG instance) or disable all features which require session stickiness, such as Progress Pages (use data trickling instead).