What device are you using? What Android version?
Did you create your own Downloads folder? If it does not show in the App Lock list, I do not understand how it would be protected by App Lock. Unless it is found within the Android Settings app. Which can be protected by App Lock.
I unlocked Documents and that unlocked Downloads, that at least confirms how to lock or unlock. Before that I unlocked File Manager but it had no effect. The original concern was why Downloads does not appear as an app is unanswered.
I do not see Downloads as an app on my Samsung Tab A tablet on Android 7.1.1. So maybe it is something specific to LG devices. When something is device specific, it is difficult to code for.
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