Insufficient Permission to download from internet to external drive

P. Phillips thank you. I was in the right place before. It didn't occur to me that the browser was the download app. I unlocked and ticked the box next to Chrome. Once I restarted the browser I could download to the external drive. Thanks again.

Matt, thank you for the quick reply. When I go to System Preferences and choose Security & Privacy, then select the Privacy tab, on the left I see a column that includes Full Disk Access. When I choose that nothing in the window to the right refers to a download app whose permission I could change. When I unlock it and look to add an item, I don't see anything in my applications that would be obvious to me to add. I also don't see anything referring to a download app anywhere else in my System Preferences. Can you please provide more specific instructions of what you're recommending I try? Thanks again.