Nothing downloads on my iPhone
I think your best course of action would be to commit to a factory reset after backing up your data.

According to this support doc you can do so by plugging your device into a machine with iTunes installed, unlocking the device if it has a passcode and then clicking on it in iTunes.

In the device summary there should be a button that reads "Restore iPhone..." or something of the like. Click on that and then click Restore on the resulting new window to confirm your decision.

Your device will then be erased and re-installed with a brand new factory image corresponding to the latest version of iOS available for your device.