Excel freeze when external data connection url don't exist anymore

Hello
I made a workbook with several connections to different url's that I use a button and a macro to refresh. There are no tables in the website so it just downloads all text.
However, if the links suddenly don't exist anymore Excel will just freeze and the "waiting pointer" comes on, preventing me from doing anything in Excel. It doesn't time out so when I realized nothing happened I had to shut down Excel with the task manager. Is there a way to add some time out error handling or something like that in VBA?

set a flag before running your macro

Use on time function to clear your flag after a set time

In your macro check the state of the flag regularly

If it is clear then quit your macro.