I'm no expert. When I loaded a new map last week, I observed that once the communication monitor turns green, TuneECU is constanly receiving data from the ECU.
Think about this.
One of the functions of ECU is to provide real-time performance data when the engine is running, seen when one clicks on the "tests" tab.
I would suggest you are connected to the ECU, and follow the instructions to read the existing map from your ECU (NOT NOT 'Download').
When you do that, you should be able to see the hex file in the folder with your TuneECU, and TuneECU will report "Finished".
Meanwhile throughout all that, the communication monitor will be flashing green.