Are you using any browser extensions which may be affecting the normal behavior of Chrome?
Does Chrome have permission to access the destination folder? You may need to give Chrome "Full Disk Access" if you denied Chrome from accessing the Downloads folder previously.
Where are you trying to store the download? Do you have permission to write files to that location?
Try opening a Private Chrome window and trying again. Sometimes something will work in a private mode session as opposed to the normal mode.
Are you running any anti-virus apps, cleaning apps, or third party security software which may be interfering with the normal operation of macOS?
It may be an issue with the website itself.