If I start request again, will it pick up where left off?
Last time this happened to me, it did start the download over. This was a long time ago (5+ years). But I also had the ftp site and the name of the files and was able to FTP the individual files. I don't remember how I got them but that worked.
BTW, that was the last time I did the big file download. I now download the SAVF versions. This will skip previously downloaded files and works well. Restart the job anytime to download the undownloaded.