I was unable to replicate your issue, as the file that I downloaded is in PDF. What's the file format on your end? Let me know as it looks like this is the issue that's being experienced by some users on this thread.
Upwork has a crappy app. Every other app downloads to Downloads. On my phone it downloads to /data/user/0/com.android.providers.downloads I found it by finding the file properties while the pdf was open. If it's not a pdf it vanishes. This folder is also not searchable by most tools. Do a better job Upwork!!