When do we need Apply-Orbit file

[ABraun]

seems like SNAP cannot access the internet sorce for the orbit files. Can you please check if SNAP is allowed to pass your firewall?
More notes on this here:

S-1 Thermal Noise Removal

maybe your firewall blocks it. Please make sure that port 443 is open in your firewall settings. How to Open a Port on Windows Firewall Windows and Mac: How to open ports in your firewall