Not a silly question at all seeing how I thought maybe that's what I did
but when I renamed the file (after downloading it for a third time), I made sure I only did a 'rename' on the file and watched it carefully as the other 2 files that I downloaded were gone after I did a rename on them...and sure enough, this third file disappeared on me too (it's just this one song that I downloaded 3 times that's not staying after I rename the file, oddly enough).
I'm still baffled as to why it's not even showing up on my hard drive after doing a search for it. Even if I would have deleted it or moved it, it should show up in the new location or in the deleted folder but it's not. STRANGE I tell you!