Safely deleting files downloaded by Safari
The Downloads folder is still usually visible to the user when empty. Some malware can be difficult to find and it may have even moved out of the Downloads directory. First, in Terminal, try chflags nohidden ~/Downloads and then cd ~/Downloads then ls. You can also try sudo chown Username:Staff ~/Downloads then sudo chmod 755 and then see if the folder and its contents are visible. Do they see any files in there then? If not, then try starting in Safe Mode. This startup mode allows macOS to start with only basic files that are required. To enter Safe Mode, reboot the Mac and hold Shift. You may need to login twice. Once you are in, try looking in Finder and Terminal for the downloads. You can also try applying the above Terminal commands again. Which version of macOS is the affected Mac running? If it is macOS Catalina, then Safari will always ask for confirmation before downloading the files. If none of the above are working, then your best bet is using Malwarebytes to remove malware found on your Mac. Good Luck!