Today, I had the same problem as described in the original post with a OnePlus 8 Pro.
The steps described by lma solved it for me. Thanks a lot!
(After renaming and copying the manually downloaded .zip file, clicking “Try again” brought me to the next step. I first thought it would probably restart the download and overwrite the copied file, but it didn’t)
I followed it and it mostly matches yours except the instructions differ before step 7… which says that “this platform requires additional partitions to be flashed for recovery to work properly”.
After downloading the images and recovery img and build for the latest stable version (R 1.19.1 20240110372391) …the recovery img only contains 1 image file so I am not sure what to flash to dtbo and vbmeta.