I have just checked `Downloads on my 2 Samsung phones Version 2025.15.0.(966828394)
They worked perfectly on a one bar 4G reception, what the issue seems to be the app default settings for Download.
if you go to Avatar/ Downloads/ you will see three sub menus, go to Settings and disable WiFi only.
I have downloaded 6 episodes in the time I have been writing this reply, all are available in Completed.
If this does not work for yourself , can you reply with Phone model and make and the exact Plex app version found in about of app settings.
Cheers