Add notifications to downloader.py (#12961)

* Update downloader.py

Add persistent notification to alert when download is finished or in case of download failure.

* Update downloader.py

* Update downloader.py

* Update downloader.py

* Fire and event when download is requested

Added 2 events to represent download completed and download failed. This will allow the user to trigger an automation based on the status of the download.

* Update downloader.py

* Update downloader.py

replaced . with _

* Update downloader.py

fixed linting errors