I think you need to provide more detail.
What is stopping you from renaming the file or moving it?
How are you trying to do this?
How did you do this in the past?
What error message (if any) do you get when you try?
Does it happen in all applications? or specific ones?
You specifically say 'download', which implies online, but then go on to say they are your own images created in Canva. Assuming you're using the web version of Canva, I see there is an option to 'Download Image' which automatically goes to Downloads, just like any other downloaded file.
The alternative is to Ctrl-click on the image and use Save Image As... which uses the standard Save File... dialog and you can give any filename and location you like.
Are you saying that's not working for you?