Hi @SeanLin
I recommend instead of using the default Downloads folder, you can set your own download path as well
For that you need to do a small setting in you browser, Go to the settings and search for option "ask where to save file before downloading"
The above enabled means whenever you want to download the file, it will display a SaveAs box there you can set your path where to save, but here you need to give entire path including the file name and the extension
Eg: D:\Test.xlsx
Below is the screenshot of the SaveAs and you need to type the full path with extension in the highlighted area

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Regards,
Srini