I don't know if the Slave does the download and copies it over to the Master or vice-versa, but it's definitely only done once. Andreas, one of the guys in Karlsruhe, mentioned about five years ago that the Slave is Up2Dated first and then takes over as Master while the other node is Up2Dated.
trying to update an HA pair to 9.204 and the slave hung up "while trying to retrieve the uptodate package".
After waiting about 14 hours (overnight) it hangs, after a reboot it hangs again .
While this UTM is behind an other UTM i think about the IP wich is used.
Now after the reply from "TheDrew" i have deleted the HA, tonight i update the Master and tomorrow i put the slave device into its role again maybe after a fresh install if its needed.
Another Problem with the up2date of an HA Pair is that the Slave updates directly from the Internet.
The upload of the up2date-Package to the Master is only for the Master not for the Slave. So if your UTM is not directly connected to the Internet you may have a Problem.
A Firewallrule wich allows the Contact from the UTM to the Astaro/Sophos Update Servers is not enough, it seems there are Servers with dynamic Names/adresses in the Cloud wich have to be allowed to.