Just started having this same problem, too. I’ve found other posts here from others with the same thing happening as well. File download prompt gets as far as opening the window to select location. When you click save, the window goes away and nothing happens. No entry in the Downloads tab at all. No file in the selected location. There was a pending update and I thought installing that would help. It did not and the problem persisted. For some files, I can click and drag them out of the browser window into a folder on my PC; that will work correctly. Right clicking and selecting “save as” will not, nor will downloads that are triggered by the website or ones that start after clicking a download link.
here’s an older post with the same issue (unresolved): Downloads won't save