Recently, I came accross strange ghost(?) files from Download Manger too. In my case, I couldn't even find them.
There were 3 spooky txt(?)-files - at least they had names like _td.txt, which vaguely resembles abovementioned "th"-file - and 1 spooky json(?)-file.
The "txt"-files provoked a message, that they could not be found and simultaneously disappeared as soon as I clicked them from Downloads in Vanadium.
The json-file definitely was readable with BeauTyXT-Editor at first. The later told it rested on "/", although Files manager app didn't see anything on the top level. Then it disappeared from Download Manager as well and became lost since then.
For the fully blown details of my spooky ghost(?) file story, I put up a dedicated thread:
#24928