I downloaded some files while in private browsing. I'm absolutely positive they fully download as I was able to see them in my gallery and set some as a phone wallpaper. After I closed the tab/private mode, all the files were just gone. I do not have the setting to delete on exit enabled.

One file that I chose to delete myself was able to be restored so I was able to see I wasn't going crazy, but all the other ones don't even come up as deleted in Total Commander or anywhere else on my device.