Another route could be to check the security on the filedocument that you are creating, it might be that your user does not have the correct permissions and therefore the download will fail.
Seamus,
When the document tries to download, is it blocked by a browser pop up blocker? This happens to me frequently. Also, if you are running locally, any error messages will be displayed in the console inside of the Modeler. If you are running on the cloud, the log file can be accessed via your app platform pages for that app (Monitor || Logs || Fetch Current Log File)
Also, if you want to view the generated document and see that it looks correct, you can put a document viewer on a web page to view the generated file (doc viewer widget can be found in the app store).
Hope that helps,