Resolution: Won't Fix
Windows 10 Technical Preview
Workaround first - simply download and copy jacobe.exe to BuildData/bin/ as soon as the folder is created.
Currently only running Win10, so can't compare it on another system. Also on a fast system, so total build (when issue is bypassed) of barely a minute.
Basically as soon as it gets to the point of looking for jacobe.exe the file isn't there and it fails (simply delete the file before it's required to see the error), so for some reason it's not downloading it on here - the jacobe.cfg (and all other files for a successful build) are all present.
As a side note, you have to manually set $HOME and $JAVA_HOME on Windows10, so chances are it's purely a 10 bug - and hopefully an easy workaround.