I did a bit more digging after my post, but thanks for confirming I was looking in the right place! π
For the short answer: When you link to your files, instead of using "http://" in the link, use "https://" with the s in there, that seems to be where the issue is, because your site is running on https (which is always good to do) and so you should link to files also on https.
For the longer explanation about how we investigated this and why it's happening:
When I tested out your download links, at first Chrome told me it blocked the download because the files could be "potentially dangerous, suspicious, unverified, or insecure". That doesn't single out your files specifically, just that zip files on the internet can sometimes be risky to download, so there's that built-in protection in the browser. After that happened a few times, when I clicked on the Download link... nothing happened, just like you reported.
When I pressed F12 in Chrome to bring up the DevTools (and F12 to close them again, if you tried it just now! π) that's a handy way to see what's happening inside the browser with requests. I've highlighted the relevant clue.
Your website, on https, was linking to a (potentially) "insecure" file, since you only used "http" in the link for the file. So the browser's built-in protection kicked in and blocked the download, and then eventually just blocked it silently, so it looked like nothing was happening. If you change your links to start with "https://" and the rest of the filepath, you'll be linking from your secured website to a secured file, and the downloads should work again and not get blocked by the web browser.
Please give that a try and let us know if it still gives you trouble after that! π