Anytime Teams is ON, we are unable to download files. This problem is repeatable across end points. As soon as Teams is disabled, the file downloads work???
Do you have any policies under Gateway > HTTP for blocking Download mime types?
Other possible reason is Cloudflare Gateway AV scanning blocking non-scannable files, please check if you have AV scanning enabled under Settings > Network > If you have 3rd option checked “Block requests for files that cannot be scanned”, non-scannable files are defined in https://developers.cloudflare.com/cloudflare-one/policies/filtering/http-policies/antivirus-scanning#non-scannable-files