I'm able to download those puzzles with Safari on my Mac without problems. Just now I tried on Chrome and got nowhere despite toggling settings (allow cookies, no content blocker, allow popups, changing security level, direct click vs. right click then Open in new window, etc.) FWIW on Windows I had no trouble downloading the puzzles using IE to get to Cruciverb.
Perhaps some of the other denizens here who have more experience with Chrome on Mac can make additional suggestions on settings tweaks to try. In the meantime, using Safari to get your puzzles appears to be a workaround.
Sorry about not having a solution for you!