Why can't I download bank statements as PDFs to my local folder on macOS Sequoia 15.4.1?

I am attempting to download my bank statements (several sources), something I do every month. I clicked download and then export as pdf to my local folder. Once finished, I went to Finder and see that none of the documents were saved. This has been an intermittent problem ever since upgrading to Sequoia 15.4.1.

I've tried multiple work-arounds and sometimes receive the following error:

I receive this error when saving Word and Excel files as well. I go into Get Info and change permissions for all and it still isn't working.

Please help!

[Edited by Moderator]