あんまり古いWebView2だとDownloadStartingが無いので注意
Private Sub CoreWebView2_DownloadStarting(sender As Object, e As CoreWebView2DownloadStartingEventArgs)
Dim downloadOperation : downloadOperation = e.DownloadOperation
e.ResultFilePath = "C:\hogehoge\dl.zip"
End Sub
...
AddHandler FormE.view2.CoreWebView2.DownloadStarting, AddressOf CoreWebView2_DownloadStarting