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I have the same problem.
With my old Samsung S5 mini and ANdroid 4.4.2, I have had no problems.
Now with the Huawei P8 and Android 5.0 it is impossible, to store the downloads at SD card.
I reinstalled the app several times and also set the download quality to extrem quality.
Free space at internal storage is around 2GB and freee space at SD card is around 35GB.