Hello guys. This is the way I managed to solve this problem:
Symptoms:
1. installation stuck on step 3 (DB connection – OK; Installation progress animation; but no success to move to step 4);
2. my mysql database engine is set to MyISAM;
3. default PS installation engine is selected as InnoDB;
Solution:
in step 3 choosing MyISAM DB engine helped me successfully move to step 4
Hope my experience will help you.