Depends on how advanced you want to make this

Deleted files can be recovered using various recovery programs unless they have been overwritten.

Your IP will show up in the monitor tab of any hosts that you are downloading from and what file you are downloading.

Also I'm pretty sure that if someone were to enable all logs in the console tab and save these. It would be possible to at least see that you have been sending requests/downloading from them and maybe even what files if this person/organisation had advanced knowledge in how to read the code.

BTW that third one is more a guess than anything else