It is a case of critical timing, better worded as
- hold power+bixby+volume down,
- the instant the screen goes black,
- quickly move your fingers to power+bixby+volume up
- in order to boot into the newly flashed recovery.
That is just what always happens; “Downloading” and the arrow are static and offer no signals to the user.
wdi-simple.exe provisions a Windows driver if / when required.
More context within Your first boot into TWRP and other parts of the same topic.
Good luck