I know it's been a bit, but another thing to try is restart the download manager. It shows its target directory with a chance to "change" it. If you didn't change it the previous time, that *should* *theoretically* be where the files are. Should...
just start another download and note the location....
also just refresh the folder when you have it open, sometimes windows doesn't like to show the newest downloads for some reason until refreshed (F5 is the default key for refreshing any windows)