I think a Firefox upgrade probably changed your screen around but try these suggestions, they may help. First, to get the arrow back to where it once was right-click somewhere along the toolbar at the top and select customize. A new window should pop up and from there you can search for the downloads icon/arrow and drag & drop it to your toolbar wherever you would like it. Second, double check where your downloads are being stored. You may already have done this but if not then go to the top left and depending on your setup either left click on the Firefox tab or left click on Tools. Look for and select Options. On the 'General' tab you'll see at the bottom of it the downloads options. See where your downloads are being stored...