Datasets with a large number of vertices per feature (complex geometries) return an error message, 'Status: An error occurred. Download failed.' when downloaded as a shapefile from an ArcGIS Open Data site.
There is no problem with the Open Data. The Open Data interface is reported accurately the data that is being presented to Open Data from the underlying hosted feature service. The workaround is to lower the maximum record count of the underlying hosted feature service(s).
This need to be addressed at the Hosted Feature Service level and has been logged as:
BUG-000110235- ArcGIS Online: 1=1 query from REST endpoint times out for hosted feature service with large number of vertices.