Hey there! All seems related to university-type sites from what I’ve read.
On the site you are downloading from, can you click, on the top left menu:
Safari > Settings for this website, un-check “Enable content blockers”, and reload the site?
Otherwise I might check out Safari > Preferences > Websites:
Content Blockers
Pop Up Windows
And, if earlier even:
Flash, change those settings to allow, etc and reload the site.
Extensions in the Safari > Preferences as well is a goof location to check, if you have any, I’d uncheck-disable or I install them, relaunch Safari while holding Shift and try again.
I could be wrong, but from the comments, that’s what it’s sounding like, Hope it helps!