download problem

You have two installs on that drive, one in Macintosh HD and one in Macintosh HD - Data.

You cannot write to the top level of Macintosh HD - Data because it is a startup volume.

And, you are not trying to download, but install. You downloaded the installer, and have started it.

Most installers don't let you choose a destination. Some sort of "driver" would have to go to the startup volume, so no choice. You have started up in Macintosh HD - Data, so that is where the installer will install.

Unless you intended to have two different startup volumes, you have a mess. It may not be hard to recover, but you have to know which one you want to keep. If you have been starting up to this same volume, then that is the one to keep.

You should not see Macintosh HD - Data at all. I think you have an orphaned Data volume.

Open Disk Utility, Select Show All Devices from the View popup menu, and take a screen shot of the disk list (or the whole window). Post that here.

Where are you trying to download it to? It should go into your Downloads folder, but there are other areas you could save it. There are also many areas that you cannot modify.