Re: Two Internet browser questions
In IE11 Internet Options dialog, advanced tab, there is a checkbox for "Notify when downloads complete," and I'd definitely check to see if that is checked. There is also a checkbox for "Play System Sounds" under the accessibility section of the Advanced tab, and that might have an influence, too. As far as saving location goes, I do not see a way to permanently set that or to permanently set it to ask you each time. However, the Save button in the notification that comes up is a split button that does a straight save to downloads by default, but you can choose Save As to get the effect you're looking for, which presents the standard Save As dialog that allows you to navigate where you'd like.
For Firefox, there is an add-on that supports a download complete sound and is compatible with Firefox Quantum. See Download Sound by BPS.
I don't recall Firefox ever doing this as a native function.
Brian - Windows 10 Home, 64-Bit, Version 1803, Build 17134
The real art of conversation is not only to say the right thing in the right place but to leave unsaid the wrong thing at the tempting moment.
~ Dorothy Nevill