When you delete the files from Downloads, it shouldn't affect the Documents folder. If you find any data lost on your Mac and there is no available backup for you to restore, you should consider third-party data recovery software.
Here, I'd like to recommend;iBoysoft Data Recovery for Mac, it supports the latest macOS Sequoia and works on both Intel Macs and Apple Silicon Macs. It scans the selected storage to search for the deleted/lost data and enables you to preview the scanned results before recovering. You can free download it to have a try!