I had the same issue and found a way to deal with it. I use the browser app and want to save a PDF file. I managed to download but it doesn't show up in my downloads folder although I can find it when I swipe down.
Solution: on the website, I hold on the link to the file, 'save link', it will chose to save to Dowloads by default. Go to the 'File Manager', the file is in the Downloads folder. I can select my downloaded file by ticking the box, then I go up and to my desired folder. While in the desired folder, I tap on the three small circles below each other in the bottom left corner. I can then chose 'Move selection here'. Done!