If I download a video and it fails and then I re-download and it is successful the second time, Firefox will delete the good download when you close the browser. This has happened over and over again. It easily repeatable. Today I was downloading a video and it was going very slow, so I cancelled it and then I downloaded it again. (I didn't pause or restart, I started a new download. It had the same name as the cancelled download.) Later, I closed the browser. I didn't think it would delete the downloaded file in this case, because I had just cancelled it and restarted. But I thought I should check, and sure enough...the successful download was gone.

The only way I know of to subvert this behavior is to delete the failed (and apparently cancelled) download from the download history and then re-download the file.