If you are using the download manager, and it does not show up, then there is
a problem with the download.
Are you monitoring the download, or letting it run unattended?
If there is a problem with the download, it will not complete the write on
your hard drive (i.e. it will not be saved.)
Did you verify your drive space availability?
My best bet is that you encounter errors when downloading and may not be
able to see the error message when it happens. If I recall correctly, it does
not ask for a confirmation from the user about the error. It will report it
and then close, leaving only the console open.
If indeed you leave it attended, I would suggest turning off hibernation,
suspend, and screen savers temporarily.) With such a large download, a little
interruption can cause problems.
FYI, it took me about 30 minutes to download the file over a cable connection.
Regards