If LW is not shut down properly (& it can take a while sometimes), or your comp crashes, these are the occasions when your downld preferences can become corrupted.
MalKontent I'd suggest you Control-Alt-Delete & open the Task Manager to make sure LW is not active on the list before you shutdown. If you do this immediately after the LW window disappears then you'll see how long it takes for LW to totally close. Perhaps on some people's systems it takes longer than others. Sounds like your LW is not closing properly or fast enough. This shouldn't be happening.

Also go to LW's menu Tools>Options>Shutdown & select shutdown immediately & press Apply button.

Since I'm not a LW programmer I can't explain why downld.bak doesn't always backup properly. I guess it hasn't had enough time to record it's details.

If downld.dat has already become corrupted then of course it won't work. Even if you put it back into the incomplete folder. If it had been healthy & backed up before shutting down the previous day then it will work. But you can only add it to the incomplete folder whilst LW is closed. Otherwise LW might not recognise it.