I don't have any other user account on this computer and my account is an administrator account.
Misconception as your account has Admin rights.
The only true administrator account is in Safe Mode.
If I download the file normally without using the redirect site, I don't get the 0 byte file. I stopped using the site once I figured out what was happening.
This is what I was thinking after rereading your original post.
It seems to be like a cookie file and nothing more.
Since they are 0 bytes they are not taking up any room.
I also tried moving the 0 byte files to a folder and I just get the same error: "Could not find this item. This is no longer located in C:\Users\Angie\Downloads. Verify the item's location and try again'
Is there anything else in that Download folder
at this time except the 0 byte file(s)?
If not then try deleting the whole folder