Seems like we've got a little hiccup when the VPN's in lockdown mode and the 'Use in-app downloader' is off. Basically, the Android download manager isn't starting downloads in this situation. Maybe we could give users a prompt to turn on the in-app downloader when this happens. It might sort out the download hiccup.
This is one scenario where I've noticed downloads failing.
At least one user reported that the built-in Download Manager didn't work even without VPN in Lockdown (Download Manager itself wasn't blocked either).
From Hussain,