Hello Laura,
We appreciate your precious time doing tests and sharing with us the result.
I researched a lot from my side. Honestly, I didn't find other workaround for your requirement. I apologize for the inconvenience.
In this situation, I sincerely recommend you try raising a ticket from Microsoft 365 Admin Center, contact support team who has higher permission and more resource to help you further check the issue, they can remotely assist you and help you look for other way to download documents. This would be the most efficient way in handling this case for you.
Reference: Get support - Microsoft 365 admin | Microsoft Learn
Note: To create a support ticket, you need to have Microsoft 365 admin privileges and if you aren’t admin of your Office 365 organization, please contact the admin of creating a new ticket.
How do I find my Microsoft 365 admin?
Apologies for redirecting you to the related team support as the moderators in this community have limited resources to remotely assist you or check the backend information, and to get the fast and better assistance we requested for it.
Appreciate your patience and understanding and thank you for your time and cooperation!
Sincerely,
Tina | Microsoft Community Moderator