I tested this plugin and used all the basic settings and only changed one setting – Force Downloads – and it works for me, but I just thought of something else that would not block the download on my XAMPP testing site. The Plugin Firewall must be blocking the downloads since the downloads are coming from the /plugins folder in an indirect way. Deactivate the Plugin Firewall on this site. It is activated because I could not get to the plugins folder on this website. Once you know for sure it is the Plugin Firewall then this is the Firewall Whitelist rule that should work.
/download-monitor/download.php(.*)
Firewall Whitelist rules are separated by a comma and a space. So you should already see plugin scripts that are whitelisted so just add this rule after the last whitelist rule like this:
/some-other-plugin-script/js, /download-monitor/download.php(.*),