My iCloud documents are not syncing across all devices even when clicked to download.

I do most of my work on my iMac, and my laptop and phone are synced to iCloud with a 2TB iCloud plan. I keep many files on the iMac desktop for easy access when using different devices on the road. I keep hitting download on the MacBook files on the desktop, but the small island symbol beside the folders comes back.

I will tell you all the folders are there, but no matter how many times I click the download button, the tiny cloud symbol returns. I am not a hundred percent sure because I'm away from my iMac, but I think a few files are missing from the folders on the Macbook desktop.

I am connected to Wi-Fi; all my computers are synced and run current software.