the only thing i can imagine you'd be doing wrong is clicking download and then closing the tab immediately. you have to wait for it to finish
there's also a download limit for mega, if you download too much it'll just stop the download until a timer resets
Well I mean I need to know exactly what to do when it comes to external crap it's so confusing when I can't directly download it.
you literally click download and then leave the tab open until its done, what about that is so confusing?