Anonymous users unable to download purchase
You have disabled the rules for creating an account for the anonymous user.
Therefore, the license never gets assigned to an actual user, stays assigned to user 0.

Commerce License and Commerce File were designed to license the file to an actual customer. I suggest either re-enabling the rules and creating the user accounts or developing a custom solution for the file downloads (you don't need most of commerce file if there's no actual user... just a temporary file link).