I don't claim to have the perfect answer, but the single biggest thing I did that's made a huge difference is to use Etsy's personalization feature to display a statement to prospective buyers that they're 1) purchasing a digital item and 2) they have to download from a browser and not the app. They have to type "yes" into the personalization box to confirm they've read this before being able to complete the purchase. Pls take a look at my shop to see what I mean.
Now, some people still don't seem to read that, and will type in their initials or whatever (!). But as I said, it's made a huge difference for me. Other things you can do: include detailed download instructions in your message to buyer, and create message snippets so that when you do send out the purchased files to buyers, you don't have to rewrite everything every time.
If I send PDFs to buyers because they can't manage to download, I always do this first through Etsy messages, to create a record here of my actions. I will offer to email the files, but only if they confirm the email address to use -- lots of buyers seem to have old/outdated email addresses on their accounts, and the buyer's confirmation of the email address means they're giving specific permission to your sending them an email and are responsible for giving you a valid email.
I've been doing this MANY years now. I'll admit, I have to keep reminding myself that although this issue is annoying and long-standing for me, it's new for each of my buyers. Automating as much of this as I can really helps me to respond kindly and patiently each time.
ETA: Apple and Google take 30% of any in-app purchase, which is why Etsy doesn't allow downloads from their app because neither Etsy nor us digital sellers want to take on this extra 30% cost. So don't expect to ever see the app updated with download capabilities. I wish Etsy would put a little message in the app to tell buyers to download from a browser; this would be so easy for Etsy and would help buyers and sellers alike.
