Why are downloads not appearing in the dock's downloads folder on macOS Sequoia 15.3.2?

When I download an item I choose to send to downloads folder, but it is not there. I try the option and chose "download to desktop" and "show in finder" and there it is. My downloads folder went missing for a while a few months ago and I don't know why. It's back in my dock with a few old, (not recent) downloads. Can you help, please. I'm having trouble explaining.

[Re-Titled by Moderator]