I am having similar issues with OpenLP 2.05 running on Mac OS X Yosemite. My internet connection runs well usually at 10mb or more.
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The application tries to run the First Time Wizard every time it launches. It is never successful. Sometimes failing at showing bibles, other time failing to show themes. If it does get that far it never goes beyond 'Starting configuration process...'
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The only way I can proceed is to click the cancel button.
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Any assistance would be appreciated.