I have all that set up, now if you go to the3dstore.co.uk
and go to the Shop tab, go to 3D Printer Software and try purchase the prusaSlicer or Octoprint, you will see that you can purchase it as a guest, but after if you go to My 3D Files (Downloads) then you won't have a link to be able to click, despite hot linking being set up as you describe.
Hotlinks are used to send a download link direct to customer to download the eproduct.
Not getting file in downloads is different issue. Downloads menu is for logged in users. Pls make sure product media is uploaded and try to go via order success email track order link and then click on downloads. This is how a guest buyer should navigate to the desired order.
Unfortunately the files I wanted are too large to upload directly on the site, which is why I chose hot linking.
Now as you say, it should email them the link to download.
Nor does it show the link in the downloads page, regardless of if they are logged in or not.