Any anti-virus software running on your PC? Try to disable it and firewall as well. You can also try to install the utility on different computers.

Refer to troubleshooting guides here. http://www.tp-link.com/en/faq-794.html http://www.tp-link.com/en/faq-795.html

Are they still under warranty?

DNS proxy issue has been fixed with firmware 140804. As your firmware is newer than that, it should not be the same issue. http://www.tp-link.com/en/download/TD-W8960N_V5.html#Firmware

You should provide details of your router like model number, hardware version, current firmware version. Which firmware are you trying to upgrade? All wireless clients except iPhone 6 plus are...

ADSL light should be solid. There are two possibilities, faulty router or compatibility issue. You may replace it under warranty first.