El Capitan occasionally causes strange behavioral issues especially with older software. As you may know, CS5 is at end-of-life and has not been tested on newer operating systems like OS X 10.11. There is no guarantee, therefore, that it will work. That said, there are several things we can try.
First and foremost, El Capitan has been causing some issues with downloads due to it's default security settings. Sometimes issues like the one you experienced when you tried to download direct updates can be corrected by temporarily changing the settings.
Go to the Apple icon in the top menu bar and select "System Preferences".
Click the "Security & Privacy" icon and make sure the "General" tab is active.
If the lock at the bottom of the menu is closed, click it to unlock. You may be prompted to enter the password for your computer.
Under "Allow apps downloaded from" check the toggle next to "Anywhere"
Once you have made this change, try again to download the updates manually from http://www.adobe.com/downloads/updates/. If you are able to apply the updates, don't forget to reset your security settings to your preferred level once you're finished.
Still no luck? Let us know if you receive any change in error message or if it's exactly the same, and then we'll proceed accordingly. Hopes this helps
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