This is for people who are facing issues when downloading additional language pack for Speech
Go to Windows Insider app and select Get Preview Builds. Select the type based on what you have currently (I chose slow ring since I that was my initial option) and let it configure. Then, go to the Speech settings and select the language to download. Immediately after this, check for phone update. The language pack will be downloaded here instead of the Speech settings dialog.
Solution worked for me on Lumia 930 with Windows 10 build 10166