My experience with Intellij for downloading sources for the dependencies hasn’t been great. It frequently fails to download the sources. I’ve tried a few (googled) suggestions but they haven’t helped. However, there’s an alternative way using the command line. The downside to this is that it will download the sources for all dependencies. But, I don’t really mind that till I start running out of space on my laptop!
Maven
$ mvn dependency:sources
sbt
$ sbt updateClassifiers