For all who still struggle, please make sure that, after changing the server link to SRTM 3Sec data in the aux file, also delete zip files inside the user directory (user.snap\aux\dem\SRTM 3Sec) where zip files are stored (e.g. srtm_35_05.zip). Once you delete all of them, especially the ones which are only 1 KB large (please see below), SNAP will re-download all tiles required for the processing of a product, and the process should finish as usual.
