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Hello! Welcome to the community!
Unfortunately, I believe there isn't a way to download with the app closed. That's due to the way iOS handles apps on the background, it limits them in order to offer better performance and battery life.
You can leave your phone downloading overnight, however, following these steps:
- Connect your phone to the charger;
- Connect to a wifi network;
- Go to Settings > General > Auto Lock;
- Set it to Never;
- Launch Spotify;
- Turn On the "Available Offline" switch for the playlists you want;
- Leave your phone there overnight with the screen unlocked.