I have used Zedge before on a Note 10+ and know how to move them from one file to the other for notification sounds, but on this phone I can't even find the downloaded files... I looked everywhere (I think)!
Have you looked in your My Files App @radtech
This is where I find my Zedge Files to then move them.
🌈 Stay Safe & Stay Alert. 🌈
Current Phone ~
Samsung Note 20 Ultra 5G SM-N9860_256Gb SnapDragon 865+
Samsung One Ui 3.1/ Android 11.
I finally found it buried deep---Internal Storage>Android>data>net.zedge.android>files>zedge>notification sound. I'm not sure why it was all the way in there, but somehow I found it!