Some themes come in zip files that contain documentation, photoshop files, and other "stuff" that's not needed to install the theme. In those situations, the only files necessary to install the theme itself will probably be contained in a zip file within the full zip file. If you can't determine if that's the case, you might want to check with the theme creator to see if there's a smaller zip file within the full file that you can use.

I found this issue too and it wasn't because the file was blocked in any way. Instead, the file size can be an issue, especially if you have a fairly slow internet connection.

The way around this is to use FTP and upload the theme that way. The process isn't as hard as it sounds and there is some good training here: Accessing Your Website via FTP

Hi Amy, this maybe a hosting issue. I've ran into the same problem before with a particular theme.

WA doesn't allow certain themes that require a third party connection to perform correctly.

Basically, certain themes and plugins have to connect and "talk" to the creator to function properly. (does that make sense?) WA hosting doesn't allow for this in certain circumstances for security and performance issues.

Your purchased theme may fall into this category.

Your best bet is to contact technical support and see if you can come up with a solution.

https://my.wealthyaffiliate.com/websites/support

I can't tell by the picture.
Make sure you upload a ZIP FILE.