There is an unknown app sending me notifications

Those are Safari Notifications. You did not download anything, but you granted your permission for one or more websites to send them.

Stop them by following these instructions.

• Go to Safari's Settings (or Preferences) menu > Websites > Notifications, and remove everything there.

For reference: Change Websites settings in Safari on Mac - Apple Support

Don't allow websites to send you Notifications unless you are 100% certain that you want that kind of harassment. Refer to Customize website notifications in Safari on Mac - Apple Support. Deselecting "Allow websites to ask for permission to send notifications" will prevent those websites from even asking your permission to be harassed by them.

See this Discussion: Blocking URL "notifications" - Apple Community

This seems as a notification for a captcha code for me. When filling in forms only, sometimes you will need to confirm that you're not a robot by filling in a captcha code. That has nothing to do with illegal downloads.

To get rid of it, try to set the switch at allow notifications at off.

After that close all programs and reboot your Mac to see if it persists

Yep, the complete sentence is "Confirm that you're not a robot".