Title says it all basically.
When I'm downloading something big like a game to my HDD, the computer will start to become unbearably slow about 25GBs in.
I'm thinking that this is the HDD dying.
Will appreciate any theories and advice.
I suspect it is your internet connection slowing rather than a problem with the HDD. You can test it by copying some other huge file from an internal SSD or HDD and/or just monitoring your internet connection speed while the download is slowing down.