Where do I find my purchased movies which are not downloaded in apple tv?

On iOS, purchased iTunes movies are in the Apple TV App, in Library﹥Movies﹥

On Apple TV, purchased iTunes movies are both accessible through in the Apple TV App ( Library﹥Movies﹥) and the Movies app (Purchased﹥).

On either device, you will need to be signed in with the same Apple ID as was used for the purchase.

You are on the recent purchases tab. If you want to see all your purchases you need to go one down to the "Movies" tab.

So you're running IOS 12.3.1 ?

It's working properly on my system. Try logging out and back into your account as well as a reboot.

If it persists you may need to contact tech support

Can you post a screenshot?

Then what do you see when on the movies tab? Can you post a screenshot of that? What version of IOS are you running?