It could be that you have two / in the path that's causing the problems, it looks like you've got the path to the downloads directory in the settings with an extra / at the end.
I could also be that if its giving permission denied then you might have some files that do not have the correct permissions. If you have server access, check to see if all files/directories in the downloads directory have rw attributes set for user, group and world. If not you should run chmod 777 *.
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