Downloads aren’t supported on streaming boxes or smart TVs – only on the mobile clients (Plex for iOS/ipadOS and Android) and the classic desktop app (Plex for Windows/Mac/Linux).
There’s a feature suggestion to add support to (capable) streaming boxes.
Side note: you shouldn’t depend on your ISP to stream media within your home network. If that local stream is going through your ISP, there’s something fishy in your home network setup (that is if you’re streaming the media locally).
