What happens if you look in the Catalog ... Download Manager ... do all Downloads have a green dot next to them?

Check that when in the Catalog ... Attributes Controller ... that you also see the download on the attribute with a green dot ...

Next, check that when you go to the Product in the Shop that you see the download selected, example if you have radio buttons on the downloads and there is a choice to be made ...

Next, check that when an order is made you see in the orders_products table the orders_id and products_id ...

and that in the orders_products_download table you see under the orders_id the orders_products_id as well as the orders_products_filename ...