Currently, Orion does not (obviously?) show any notification that a download has started, so if the file is quick to download, it seems like the downloaded never started at all. In fact, what you do see is an empty address bar with a partial loading indicator, which looks very suspect. Safari shows a little animation of the page jumping into the download icon. If you don't already know how Orion works, you'd think that the download failed and to try again. If an animation is difficult, even showing a small colored shape on the downloads button would be insightful.
Attached is a screenshot of what is seen after a download is started and quickly completed: