I've purchased downloads numerous times.
However....
I usually try to buy from sellers who also send the file as an attachment to your email. That way, if there is a download problem, you can always go back to the email and open it again.
Since I'm an technology nerd, I also usually make a "back-up" copy of the PDF on my external drive. I've worked with computers for 25+ years, and I get a little anal about back-ups.
If the site will let you "direct" the PDF download, you should have a folder set up for your patterns, and save it to that location. If it will not, and you only have the pop-up message that allows you to open it, go ahead and open it, then "Save As" to the location you've set up for these PDF's.
I've only had download issues once or twice, and contacting the seller usually results in a follow-up email with the PDF attached.