I have now managed to reproduce this, with Process Monitor running. I have the complete log file if required, but it is about 40MB.
Looking at the processing, and ignoring many steps, the flow seems to be:-
1 When I click the attachment, a download file is created in f:\Users\Alan\appdata\local\temp\02aYHnOI.pdf.part
2 This file is created and has the correct size and can be read by a pdf reader program
3 It then creates the correct filename in f:\users\alan\downloads
4 It then closes the file in \appdata\local\temp and a) fails to copy the content to \downloads, and b) does not clean up the .pdf.part file in \temp
5 SM then goes "Not responding" in Task Manager and has to be closed to continue.
If you want the full log file, please advise and I will upload it.