What Phex version are you using?
Unfortunatly there is no way to recover from lost download data. You can check if you have a backup of the phexdownload.xml in your phex user folder.

Phex versions before 2.8 were much more vulnerable to download problems. Thats why we completly changed the download concept in 2.8.
The update to 2.8 is also an area were Phex could fail to convert your downloads. But once you are on 2.8 things should go much safer for you.

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