In my experience Picard is unable to download unapproved artwork, even though that option is checked in the options.

Example error:
E: 21:45:54 Network request error for http://ia600503.us.archive.org:80/24/items/mbid-7417ad38-c962-4884-b266-9ae397e488ae/index.json: Error downloading http://ia600503.us.archive.org:80/24/items/mbid-7417ad38-c962-4884-b266-9ae397e488ae/index.json - server replied: Not Found (QT code 203, HTTP code 404)
E: 21:45:54 Coverart error: Error downloading http://ia600503.us.archive.org:80/24/items/mbid-7417ad38-c962-4884-b266-9ae397e488ae/index.json - server replied: Not Found

index.json does not exist for unapproved art, therefore Picard errors out on any newly uploaded, unapproved artwork. Picard has been able to download unapproved artwork in the past. I do not know what commit (or change to how unapproved artwork is handled by CAA) broke this function.