Support for SermonSpeaker 5.x is in bugfix mode only, the same as it is for Joomla 3.10.
I will not add any new features to this releases.
Please upgrade to SermonSpeaker 6.x and Joomla 4.x, which is better anyway.
How do I enable sermon download? I have series download enabled but I don't see the download button? Also, is it possible to download all the sermons or an entire series at once?
Have a look at the "Columns" tab in the SermonSpeaker option. You can specify in which views you want to have a download button.
This will allow to download a zipfile with all the sermons of a series. The zipfile will be generated automatically and will be stored on the server.
You can disable the series download for specific series. Eg for very big series.