Hi @lsiana 

Mass DocGen will not work with the Download Delivery Type. The solution for Mass Download will be the “DocGen Queue” Delivery Type. 

Since Mass is Automated, it happens in the background. so this is a location that will give you a interface to download the Batch of records which were run.

Currently, you can configure this in the Classic Interface

DocGen Queue: https://help.nintex.com/en-US/docgen/docservices/#docgen-sfdc/Services/manageDDP/DocumentQueue.htm

That should get you sorted. Let us know if that works! 

Thanks!