Your method of cancelling all downloads before closing LW is a technique I haven't heard of before. Not sure it's a good method either but just IMHO.
Hover your cursor over your Saved Files folder & see which directory it says. Make sure it's the same as before. To check the downloads folder press the Explore button whilst selecting the Saved Files folder.
All the previous download history is stored in the Downloads.dat & Downloads.bak files. Without them LW will not see them as having any history or details of hash to recontinue them. You cannot see those files from within LW. You can only see those files from the OSX Finder. So Explore the incomplete folder. BTW red files in the incomplete folder means they are no longer recognised by LW's download preferences.
If you find the download folder has changed, then change it back using the option preferences which is first on list called Saving.
* You should
not share incomplete files directly !!! They are useless to other people & annoy the heck out of them.
Instead, turn on partial file sharing in the preferences options.