Watch out for file names that contain "illegal" characters. I downloaded a file containing one in the file name. Xolox completed the download and appeared to NOT save it, though it indicated "Finished".

As it turns out, it was in the temp folder (complete), but Xolox/Windows didn't know what to do with the illegal characters in the file name so it just didn't do anything. It was there, still named "blah-blah.xlx". Of course, you may have to snoop around a bit to determine which .xlx file it is... (Hint: check the file size!)

Xolox should parse filenames and remove invalid characters. I won't get into the whole lowercase file renaming thing (major annoyance!)