I've checked in the support forum of the vendor and they are aware of the issue. The file stays in %temp% and is not copied over to the specified location. The latest version fixed this bug but a new one was introduced (not as bad, but still). The current version does not pre-populate the file name in the save dialog. So, right now, you have to enter the file name manually. I've reported the issue in hope they will fix that soon.
When using Web page (Chrome) and trying to download file Save dialog pops up and let me choose download location. But after i click save and status in Downloads section changes to Complete i cannot find my file. Tested on multiple Web pages nad multiple folders.
Royal TS V5 5.1.10727 - Beta
Some time ago (months, maybe :D) it was working fine.