If you're still having troubles seeing the option to store your downloads in your external SD card, we'd suggest trying another SD card. If that does the trick, it'd be a good idea checking the original SD card for errors. You can find more info on how to do that based on instructions from your card's manufacturer.
Let us know how you get on :)
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"Kindness is the language which the deaf can hear and the blind can see." - Mark Twain