Updating to 10.14.6 giving internet connection error

I'd download the full combo updater from a web browser - that way you should be OK through retries & you know that you have the entire file safely on your Mac before committing to the actual update.

Google can always find these easily, using 'combo update 10.14.6' & it will always be first hit.

https://support.apple.com/kb/DL2010


For me, turning off Malwarebytes fixed it. (Just deauthorizing it is sufficient; no need to uninstall.) Turning it back on after updating didn't cause any problem.