I personally noticed that when the photo has the motion thingy with it, and you click "download", it will always not be able to open the file, and I can never find it on "my files" app in my samsung phone. What you need to do is click the button "export" next to the download button. It gives you the choice to download the photo, or the motion photo which is basically downloaded in the form of a video. Also, when it downloads, it usually appears in the photos app of your phone with the specific date that is attached to the photo, so if the photo was from 2018, you need to scroll down in your photos app until you get to 2018 photos, and it will appear there. For normal photos without motion and videos, the "download" button works fine. I am writing this in 2020 btw, so things clearly changed from first this thread started