Hi.
To my knowledge, the rollup updates are cumulative, so you should only need to download and install the latest one. Follow the instructions here: https://blogs.technet.microsoft.com/kevinholman/2016/09/06/ur11-for-scom-2012-r2-step-by-step/
In regards to downloading the update, I believe the Microsoft Update Catalog is experiencing issues as I’m struggling to download them myself.
Hope this helps, David.