I have Smart Manager and the Space Analyzer that came with the ES File Explorer.Do you run any apps like CleanMaster?
If so, it's probably set to empty your downloads folder.
I'm on a Samsung Nook. Can't find App Permissions.Settings > Privacy and safety > App permissions > Storage, then disable everything that shouldn't have access to the SD card. If it still gets deleted, disable everything one by one until you find the culprit.