Where do files do - after downloading from whatsapp on my mac?

Last few weeks, the whatsapp app on my macbook pro asked for updation to a new version. Since then, when i want to download any file from whatsapp, the option seen is "save to Downloads" - and on clicking that, the file does not appear in the Downloads folder...But I can see the file from the "Download" in the task bar - bottom right (next to the "bin")..

Why is the file NOT visible in the Downloads folder, when I go to "Downloads" folder, through Finder?

2) Also, How do select other folders where it should save, while downloading - Earlier, Whatsapp would open Finder, and I could select folders other than "Download" folder. This is not happening anymore.

3) Earlier, after downloading, just below the Whatsapp window, a box would open saying "Download completed.. and a button to "Open" - right there -- clinking on that, would open the just downloaded file . This is not happening now..