Is your download folder a link to some other location, perhaps on Network Attached Storage such as iCloud?
Are you downloading using browsers? If so, have you checked the preferences to make sure you are downloading to the correct directory?
With regard to AirDrop, does an AirDrop icon appear in the Finder sidebar? If not go to the Preferences menu for Finder and look at the Sidebar tab.
Look at https://support.apple.com/en-us/HT203106 and https://www.idownloadblog.com/2017/03/03/change-airdrop-destination-folder-mac/
Check to make sure that the Downloads folder exists in your user root directory. If it is misspelled or in the wrong location or has the wrong permissions, you can have a variety of problems. I'm not sure what will happen if the Downloads folder is a link to another location.
That is all that I can think of on the spur of the moment.