I am using a downloaded NVD file and setting data directory and using it.
12:03:09.428 [DEBUG] [sun.net.www.protocol.http.HttpURLConnection] sun.net.www.MessageHeader@67cf49485 pairs: {null: HTTP/1.1 400 Bad Request}{Date: Tue, 05 Dec 2017 20:03:09 GMT}{Server: nginx/1.12.1}{Content-Length: 0}{Connection: keep-alive}
12:03:09.429 [DEBUG] [org.owasp.dependencycheck.analyzer.CentralAnalyzer] Could not connect to Central search (tries left: 4): Could not connect to MavenCentral (400): Bad Request
12:03:09.429 [DEBUG] [sun.net.www.protocol.http.HttpURLConnection] sun.net.www.MessageHeader@6e895b925 pairs: {null: HTTP/1.1 400 Bad Request}{Date: Tue, 05 Dec 2017 20:03:09 GMT}{Server: nginx/1.12.1}{Content-Length: 0}{Connection: keep-alive}
12:03:09.429 [DEBUG] [org.owasp.dependencycheck.analyzer.CentralAnalyzer] Could not connect to Central search (tries left: 4): Could not connect to MavenCentral (400): Bad Request
12:03:09.429 [DEBUG] [sun.net.www.protocol.http.HttpURLConnection] sun.net.www.MessageHeader@272afc4e5 pairs: {null: HTTP/1.1 400 Bad Request}{Date: Tue, 05 Dec 2017 20:03:09 GMT}{Server: nginx/1.12.1}{Content-Length: 0}{Connection: keep-alive}
12:03:09.430 [DEBUG] [org.owasp.dependencycheck.analyzer.CentralAnalyzer] Could not connect to Central search (tries left: 4): Could not connect to MavenCentral (400): Bad Request
12:03:09.431 [DEBUG] [sun.net.www.protocol.http.HttpURLConnection] sun.net.www.MessageHeader@718e60f75 pairs: {null: HTTP/1.1 400 Bad Request}{Date: Tue, 05 Dec 2017 20:03:09 GMT}{Server: nginx/1.12.1}{Content-Length: 0}{Connection: keep-alive}
12:03:09.431 [DEBUG] [org.owasp.dependencycheck.analyzer.CentralAnalyzer] Could not connect to Central search (tries left: 4): Could not connect to MavenCentral (400): Bad Request
12:03:09.432 [DEBUG] [sun.net.www.protocol.http.HttpURLConnection] sun.net.www.MessageHeader@266e146b5 pairs: {null: HTTP/1.1 400 Bad Request}{Date: Tue, 05 Dec 2017 20:03:09 GMT}{Server: nginx/1.12.1}{Content-Length: 0}{Connection: keep-alive}
12:03:09.432 [DEBUG] [org.owasp.dependencycheck.analyzer.CentralAnalyzer] Could not connect to Central search (tries left: 4): Could not connect to MavenCentral (400): Bad Request
12:03:09.432 [DEBUG] [sun.net.www.protocol.http.HttpURLConnection] sun.net.www.MessageHeader@7070c4c5 pairs: {null: HTTP/1.1 400 Bad Request}{Date: Tue, 05 Dec 2017 20:03:09 GMT}{Server: nginx/1.12.1}{Content-Length: 0}{Connection: keep-alive}