Paul,
The whole process can take some time, I have just successfully completed it.
It took about 90 minutes to download and transfer 2019v2 files of 11.8GB to a good size USB stick, and then 2 hours to load it into the car (with engine running,as instructed as it wanted to)
I had the same message as you at first, as I had forgotten one of the 22 digit authentication code.
I could not find any way to turn the car lights off and have the Engine run whilst the car was in my garage, with the door half open !
You could give Toyota Technichal help a call 0344 7016202 or Email them about your problem from the MyToyota website, I have found them most helpful, and very quick to answer my queries , although they could not find a way to keep the car exterior lights off during the above procedure.
It seems a bit crazy to me really, to have to have the car ready to drive, the engine running on and off for 2 hours, what happens if you do not have a well ventilated garage, ? you certainly could not leave the car like that on a road or drive.
Good luck
Paul (Cardiff)