Hello there Bcmr1013,
Thanks for posting in the Apple Support Communities.
Since this recently started, let's make sure you have the latest iOS version installed to rule that out a being related. The steps below help with updating, and more information can be found here: Update your iPhone, iPad, or iPod touch - Apple Support
Update your iPhone, iPad, or iPod touch wirelessly
1. Back up your device using iCloud or your computer.
2. Plug your device into power and connect to the internet with Wi-Fi.
3. Go to Settings > General, then tap Software Update.
4. If you see two software update options available, choose the one that you want to install.
5. Tap Install Now. If you see Download and Install instead, tap it to download the update, enter your passcode, then tap Install Now. If you don't know your passcode, learn what to do.
You might see that your device is up to date and that there's an upgrade available. For example, even if your device is up to date with the latest version of iOS 14, there might be an option to upgrade to iOS 15. You might want to upgrade iOS when you pair an accessory with iPhone.
If you're up-to-date, check if this occurs with all websites or specific websites. If this is occurring on specific websites, you may need to work with the developer or owner of the site to see why the download isn't occurring. If this is occurring on all websites, are you tapping to download a file itself or how are you attempting to save the file?
Be sure the file isn't named as something different than you'd expect to see if that's why you're unable to locate the download. For assistance with using the Files app, check out this resource: Use the Files app on your iPhone, iPad, or iPod touch - Apple Support
Provide more details if the previous information didn't help.
Take care!