Welcome to Android Central! Turning Unknown Sources off will prevent installation of any app that isn't from the Play Store, but won't prevent the actual downloading of the apk file. It's hard to know if some app you installed is responsible for these downloads, or if there's some separate adware or malware that was installed alongside one of those apps. You can start with a good antimalware app like Malwarebytes, but these kinds of apps often don't find a culprit. Uninstalling apps one by one might help you narrow it down, but sometimes you just have to do a full factory reset, and then set the phone up like it's brand new (i.e., don't restore from a previous save).