If pop‑ups are blocked in Safari on your client’s iPhone, the document will not download when they tap Download. It may look like the document was downloaded, but unless the following pop‑up windows appear, the settings must be adjusted.
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To unblock pop‑ups:

After your client downloads their documents, they can turn Block Pop-ups back on if they prefer to block pop‑ups on other websites.

Safari on macOS allows pop‑ups to be enabled for specific websites. You may want to forward the following Apple support link to clients who cannot download Vault documents on an Apple Mac:

See https://support.apple.com/en-au/guide/safari/sfri40696/mac
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You can instruct your client to allow pop‑ups for their unique Vault URL so document downloads work correctly.