Windows 10: if you use "disk cleanup" it will now remove everything from your Downloads folder unless you uncheck the box. OOPS! there went the pictures and statements you carefully downloaded via a web browser. Microsoft, that's arrogance. https://www.bleepingcomputer.com/news/microsoft/windows-10s-disk-cleanup-getting-a-new-warning-about-downloads-folder/
Windows 10's 19H1 update will add a new warning message in the Disk Cleanup app for the Downloads folder. Starting with Windows 10 Build 18305, the Disk Cleanup finally displays a warning when the user selects the Downloads folder.