One (cumbersome) workaround would be like

manually download mnist files from yann lecun homepage
manually copy & paste the processing from torchvision source code and write out them in train.pt and test.pt files.
disable download option of the MNIST (torchvision dataset class) and specify the directory where the files created above are located.

If there aren’t train.pt and test.pt in the data directory, torchvision v0.9 tries to download mnist dataset files from yann lecun server, which fails with high probability (You can check this behavior in vision/mnist.py at 240792d446cfa65141a76b4bac0b0ecbf15aacc0 · pytorch/vision · GitHub 44).