Downloaded file goes missing

The downloaded file seems to go missing immediately after the download. I have set the downloads folder as the default folder for saving the downloads. Usually if the downloaded file is moved from that location, the progress bar in the steadyflow becomes empty. Immediately after the download is finished, it shows download completed and the progress bar is full. If I give open file, there is no response. If I give open folder, the folder opens and downloaded file is not present. If I close steadyflow and open it again, the progress bar is empty.

When I download a small file for trial, it seems to work fine. Once I downloaded a big mkv file, it went missing. Then, a big 3gp file... that also went missing.