Are you backing up your documents to iCloud? They may be hiding over there. iCloud backup can make files invisible that normally would be visible.
Don't depend on Spotlight to find everything.
You can rebuild your spotlight index to improve its search results:
Rebuild the Spotlight index on your Mac - Apple Support
Devon Technologies EasyFind is a great way to find files that otherwise are missing:
https://www.devontechnologies.com/apps/freeware
Your download folder should open under the Window menu of the web browser as well under the item called Downloads.
Bring to an authorized service tech if you need additional guidance.