Can you please check your Downloads in firefox to check whether the download has be started or not.

To select Downloads go to Options > Tools > Downloads

If the downloads does not appear there, try to clean install firefox.

If you are having low memory on your phone download will not be successful.

I'm using the Android app, I guess I should have specified, the app doesn't have as many setting options. Although this did not help, I did find a solution. After it would not download. jpgs I tried downloading a .pdf, it started and finished, so I went back to try a .jpg and it worked fine, not sure why.

I think when you tried to download the jpeg file, you might have faced some connectivity issue.