Hi @Jay3510. In previous firmware versions there was an option to "Keep Wi-Fi On During Sleep", but this was removed for Pie/Android 9 (to help out with power consumption/battery life if I remember correctly ).
As it is, for larger downloads you'd need to keep the device awake. To save from needing to manually keep it awake you also should be able to keep it awake whilst it's on charge by enabling Developer options (Settings > About Phone > Software Information > tap 'Build Number' seven times) , then back to Settings (scroll to the bottom) > Developer options > toggling on 'Stay awake'. Unsure if you've tried that and seen better or the same results for your downloads.
We're based in the UK, so it might be a little different for you guys in India, but let us know.