Samuel
Once you press Control+J and are on the downloads screen, find the part where JAWS says tree view. The quickest way to get there is by using the letter F, for navigation by form element. Once you find the tree view, press enter to activate the forms mode. And then you can start tabbing. The next options you’ll find are the Cancel, Open, and Save As buttons.
HMC
hey man, it's a rather obvious one, but have you tried firefox or brave? I only used Edge once, and that was to get a different browser :)