Try this and let me know how it goes. Go into Housekeeping | Security and check the 'Username' and 'Password' fields. Change the password by adding an additional character to the existing bit and then refresh the site. Once done try downloading the orders to see if this happens. Were you placing a lot of test oders to check functionality, perhaps orders that were not immediately downloaded to the site since it was only a test? This too is a prime source for that sort of an issue.
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