I created a python script (capture attached) that goes in to all sub folders and moves the files that I need from each in to the parent directory (or any specified directory). Once I have all the files in one folder, I was able to select, drag and drop all of them at once for download.
This thread is about scripting.
In GUI, you can achieve this by using Find function to find all files recursively.
Then in the Find window, you can select all the files and use Download to download them to the same directory.