Deepdwn’s Mac version is not signed with an Apple certificate.
You can try Control-clicking Deepdwn and choosing ‘Open’ from the menu: https://support.apple.com/guide/mac-help/open-a-mac-app-from-an-unidentified-developer-mh40616/mac
Or, a better option can be to install Deepdwn with the Itch.io application: https://itch.io/app which also makes it easier to keep Deepdwn updated.