After I had installed a new component in my Xamarin project, I got an error like that: C:\Users\[username]\ AppData\Local\Xamarin\[packages]\[version]\class.jar missing.
I found the problems are caused the downloading packages are failed before. The Xamarin is not smart enough to re-download automatic.
The solution is simply. I only need to delete all zip files under Error: C:\Users\[username]\AppData\Local\Xamarin\zips and the package folder in the error message. Then I need to rebuild the project. The packages will be download again. The project will build successfully.