Details please. Where did you install the cep to? Which version? Is your current nwn folder just a copy or are you using a full fresh installation like from the gog installer? Same thing with the hg hak files.
Looks like ARF2 isn't able to download CEP anymore, perhaps the link it is using doesn't work anymore? CEP would always need to be installed manually unless someone knows how to fix arf2 from the looks of it.