I just got an endisnear signal and i don't really wanna die but i was curious what happens if i delete when it is still in the downloading panel like do i just get it later or die or something else? Also i don't know if it really makes save copies unusable

Basically, you don't want ANY of it, or it will end your game. If you know it's the signal, delete it, if you have it saved, delete it, if you have it in a drive, delete it. I've heard you should restart your power, too, but that would be new to me. Still, better safe than sorry.