In the end, it was the Raspberry Pi Imager tool that got the job done - excellent!
Unfortunately, the weekly builds link didn't work for me, the same problem continued. I also, out of curiosity, tried Firefox (as was trying Safari and Chrome) and pressed the resume function every time the download failed along the way - that method completed the download.
Anyway, thanks again for your help re the Raspberry Pi Imager help! :)
@ULTRA-MAGNUSS I found a solution to Cobra Command on my own. Use cobram3.zip as your rom. cobra.zip and cobraab doesn't seem to work. Create a cobram3.daphne folder with the frame file, video files, and sound file in the daphe folder. If you already have .dat files in your cobram3.daphne folder, delete just the .dat files. Once you try to run the game it should parse your video and then should be ready to play. I'm so happy I got it working. Now I gotta figure out how to remap the controls.