You can download your effects individually per clip or by Collection.
In addition to the "Download all" button available for full Collections, you also have the option to download via a third-party download manager.
Using a Direct Download
If you head over to your "My Downloads" page and select a Collection, you will see one or more green buttons above that says "Download All [File Type]."
Simply choose the file type in the Collection you purchased that you wish to download and click "Download All." Some collections contain multiple types of files: PRORES, MXF, R3D, etc... Be aware that a particular clip may only be available under PRORES.
Using a Download Manager
If you would prefer using a download manager, there are many options out there. As long as they come with a browser plugin to catch the download, you should be fine with whichever you pick.
However, for Windows, we prefer Internet Download Manager (IDM) which allows you to save your ActionVFX login. When URLs are added from ActionVFX for download, you will automatically be authenticated and gain access to your file.
For macOS, we find Maxel to be quite cool. You are able to browse the ActionVFX download page (simply copy and paste the link) and choose the collection you would like to download.
While neither one of those are free, they do offer free trial or demos, and they both split your download into multiple segments to speed it up.
Please note, we are in the process of developing an official ActionVFX Download Manager. We hope to have it up and running as soon as possible.