Open the Downloads folder, maybe it already downloaded. You can also open Firefox's Download Manager via Ctrl-J or through the menu Tools > Downloads and see if it already downloaded.

Hello Stans, I have confirmed the file did not download, I think it is a problem with SSL - please see attached Any ideas?

Nothing in the screenshot points to a problem. What makes you think it's SSL? Try a different browser. My guess is that something (an add-on probably) is blocking scripts in FF, and that breaks functionality of many websites which rely heavily on them. You could restart Firefox with add-ons disabled via the Help menu and attempt the download.

Thanks for your reply Stans, I'm now thinking it is not a Thunderbird problem but a PC problem. I have tried your suggestions above without luck, and have now found I also can't down load Firefox or CCleaner. Please see additional screenshots again maybe pointing to SSL problems. I have rebooted my modem, turned off the Firewall (but not the antivirus which shows no problems), and run Firefox without Add-ons. Microsoft Edge gives the same results.