John, I have never been able to do this on my iPad directly from the download button, so I use the following workaround. I first download the file on my laptop, then email it to myself on an email address I can receive on the iPad. On the iPad, you can then play the file direct from the email. If you then tap the arrow on the top right of the iPad screen, you can then select “save to files” and select a location to save it to on the iPad. Hope that helps.
