There are several posts on this topic: https://projectdmc.org/support/topic/file-not-found-error-for-downloadable-product-orders/ – these are a little older.
The info helped me when I recently encountered the issue, however, I wanted to share what caused the issue “out of the blue.”
We were on PHP v7.4 and upgraded to PHP 8.0/8.1 – this caused the links to break! Downgrading back to 7.4 and everything was ok.
Keeping it here is a short-term solution since we all will need to upgrade to 8.0 very soon.
Hope this helps.