Downloaded a movie, it says it hasn't completed and to go to downloads, however, there is no download icon in iTunes, where do I find my movie?

This is what Apple says to do with interrupted downloads.

If your download was interrupted using your iPhone, iPad, or iPod touch

1. From the Home screen, tap the iTunes app.
2. For iPhone or iPod touch, tap More > Downloads. For iPad, tap Downloads.
3. Enter your account name and password if prompted.
4. Tap the blue download arrow to resume.

If you can't complete the download on your iOS device, you can download it in iTunes on your Mac or PC and then sync it to your iOS device. You can also transfer purchases from your iPhone, iPad, or iPod to a computer.

if you still don't have any success, contact iTunes Store Support and ask for their help. Click on Purchases , billing and redemption.

https://getsupport.apple.com/Issues.action