Download folder is on a .5 Tb SSD where the system also resides. Checking this shows 175+ Gb of free space. Following the last try, I downloaded a 200 Mb ffile from a different site with no problems.
Activity monitor shows that the 150+ Mb was being downloaded every time but a file was never created. This is strange, as normally, the file is always created at the beginning of a download before the data is sent.