I have to beleive they have not downloaded, what recourse do I have
You have to download them through e-Sword's built-in downloader, open e-Sword then click Download from the menu then from the Download drop down menu click Bibles. Check the premium modules section of the English bibles list in the download window and see if it shows the modules you paid for as being installed. If the list says they are not installed try downloading again, by selecting one of the two bibles you purchased the select Download from the menu across the top of the download window, this will open a small menu with three options one of which is labeled start. Click start to start the download
Question: Have you looked in the e-Sword folder in the Program Files(x86) folder? It is possible the installer files might have downloaded there and not to the downloads folder. .