Hi @Mramosvelez,
Looking at your screenshots, I got a couple clues about the situation. I see LockDown browser mentioned, so I assume this is a quiz, correct? I also see assignment settings, which probably would mean this is a New Quiz instead of a Classic Quiz, does that sound correct too?
If that is the case, I have some unfortunate news (that I was just reminded of locally a couple hours ago actually). New Quizzes does not appear to support bulk download of file-upload quiz question submissions like Classic Quizzes does. There is an existing idea to add this functionality back to New Quizzes, but I have no idea if that idea will gain traction or not.
For the future, you could potentially return to having things as Classic Quizzes if your school/institution allows those still, but I don't have a great solution for this existing quiz that's already been completed by your students. I think you may have to download the submissions one-by-one.
-Chris