iPad IOS 8.4.1 software will not update

If you have an iPad Air2, as suggested by the signature attached to your question - and you have iOS 8.x installed - then your iPad will be too far behind for the OTA update process to work from Settings. Instead, to update, you must connect your iPad to either a PC (with iTunes installed) or a Mac (with iTunes or Finder) and update from the connected computer.

https://support.apple.com/en-gb/guide/itunes/itns3235/windows

I doubt the iOS upgrade actually downloaded.

If you have an iPad Air 2, it is waaaay too far behind in iOS upgrades/updates to actually get using the built-in iOS Software Update feature.

You will need to connect that iPad to a full computer, also connected to the Internet, with the recent version of the iTunes application for Mac or PC installed and let the Software Update feature of the iTunes application do the iOS/iPadOS upgrade of your iPad Air 2.

Once this completes, do a simple hard reset of your iPad by holding down both the Home and sleep/wake buttons simultaneously until your iPad goes to black and restarts with Apple logo, then release the buttons.

Good Luck!

Depending on the age of the iPad you may not be able to install a newer iOS version.