Do you have an URL to your site and the products_id for the ones that were in the last order that did not have the download in them correctly?

What version of Zen Cart are you using?

On the last orders_id that did not process correctlyL
what products_id are in the orders_products table for this order?

what products_id are in the orders_products_attributes table for this order?

what products_id are in the orders_products_download for this order?

Are you able to reproduce this problem yourself?