You switch to solid and quit using that adware infused piece of shit.

First delete ES explorer. It is from a very sketchy company and the app is bloated as well poorly functioning.

Try X-plore, File Commander (if upgraded to pay, wait for the many .99 cent sales), or Solid Explorer.

As for downloads, I believe that is the individual app setting or setting the USB as internal storage.

Recently switched to FX file explorer and haven’t regretted it yet. Also works really well with a remote.