Liz, if you are using microsoft Edge, Barry ran into a recent update where every link brings up a mostly blank page warning you that you are being re-directed. If this is what you are getting, it isn't wrong, it is over-vigilant.
Either use another browser or tell it that Yes you wanted to do that. We are looking for a solution.
BTW, File, / Download AS but it will download the entire sheet with all 4 tabs. You can just delete the ones you don't want when you open it with Excel or Openoffice Calc.