Hey Tanvir,
we struggle too. Files like videos can’t be downloaded by using download button. Instead a new page will be opened. This page contains a video-player, download BTN again does not work.
Is this thread in relation to this “issue”?
It is true that, download-buttons does not work when file is uploaded by using WP-Media-Gallery?
If true: Is there anything we can do/order to solve this?
In Downloads -> Add new there is an option “Insert URL”. Could this be a suitable workaround for overtaking files from WP mediagalery to download manager?