I’d mess around with storage permissions in app info, if that’s possible. Sometimes apps don’t ask for permissions when the app is first started, for some reason. Maybe you can ask in the GrapheneOS chatroom as well.
If it’s important and you don’t have an alternative, you can also install a torrent client in the Linux terminal VM, which is enabled in developer options. If you download the file to /mnt/shared, it should appear in the downloads folder.