Hi marmstrong215,
We understand you're unable to download some purchased content on your Mac. To double-check, when you click the gray arrow, is there any response at all, or an error message of any kind?
You mentioned this is happening two other recent purchases. Is it only happening with these three? If you have older purchases, test to see if you can download those to narrow things down.
Also, based on the resource titled If you can't watch or stream movies and TV shows in the Apple TV app, you might want to make sure you've updated your Mac to the latest version of macOS Sonoma. Be sure to back up beforehand: Back up your Mac with Time Machine - Apple Support
"Update to the latest version of the Apple TV app
Update to the latest version of iOS or iPadOS, macOS, or tvOS.
If you're using a compatible smart TV, streaming device, or gaming console that's connected to the internet, the Apple TV app should update automatically. If you need help, you can contact the manufacturer or learn how to get the Apple TV app on your device."
Take care.