I found downloads are problematic. If I can find the href property of the download link. I'll usually just grab the cookies and create a liburl request for fetching the file outside of the browser. If there is a serverside http only cookie, then you're out of luck and will need a dev to help you with a test hook.
I have heard of other people who have done downloads to a "downloads" folder and have created a test profile to not prompt, and have a simple service or script on the local machine to check that folder. However this technique does not work with 3rd party grids if you're a Sauce or Browserstack user.