You cannot iterate a collection if that collection changes during iteration. In cases like this that I have worked on, I would look for some indicator in each of the clones controls that clues you in to its "index" or some other unique way to identify it whenever the page loads. For example; I have seen that sometimes the ElementID of each of the images contains an index at the end (or inside it). You could iterate the initial clone collection and capture all of those in a lookup table. Then you could iterate the lookup table since that won't change. With each iteration, you'd locate the matching clone from the collection, click it, perform the download, wait for the clone collection to rematch, and then return to the loop.

I agree with Thomas' approach.

Just a thought - See if opening the download link in a new tab works [probably using a context menu] -- This way, your original page will not be destroyed and your loop works just fine.