I have not received a reply yet, but have done more testing.
I am using the Email Lock as well.
This was the URL that was being generated that was not working:
https://www.gateworks.com/?__wpdmlo=4820
So then I went to that specific package, and disabled the email lock.
Everything worked fine with the download_link_extended short code.
The file downloaded fine.
So it seems the issue here is the email lock which may have a bug?