I have a WebClient created in a WebBrowser_Navigating event handler. It stops navigation (to prevent manual filedownload dialog) and passes the referred URL to the webclient's DownloadFileTaskAsync method.
await client.DownloadFileTaskAsync(e.Url, AppDomain.CurrentDomain.BaseDirectory + "\\SUCCESS.pdf");
I have already set the SecurityProtocolType to Tls12 and passed all cookies and other headers to the webclient.
The file expected is about 11 MB large.
I'll assume that you download the HTML website instead of the actual file. If that is the case you will need to scrape the download link by using an HTML Parser and XPath to navigate inside the HTML (for example the HTML Agility Pack).
If that's not the case, can you maybe print out what exactly e.Url contains to see what URL you are trying to access with await client.DownloadFileTaskAsync(...).
Maybe another problem could be that you don't correctly dispose your HttpClient which might interfere with your file creation. It would be generous of you to add more information about your code to your question.