My downloads are not going into my downloads folder

MacBook Air Tahoe.

I recently had to reset my MacBook, and updated to Tahoe. I tried to download some files today and couldn't find them in my downloads folder.

I made sure in settings that the correct downloads destination folder was selected in Safari.

When I check from Safari where the downloads are going, it shows some random folder deep within a folder named private??

Anyone have this issue?

Any ideas how to fix?