I also have this problem. It tells me the file is downloaded but I can’t find it anywhere. This is happening to me with images. I set my phone to give a notification which appears at the top left with a download arrow which indicates the file is downloaded. I tap that to see the file, then use the three “more" dots at the top right and select “open with". I choose to open it with Gallery. Now the image is in my gallery and I can find it there.