Have you fully unzipped the folder or are you playing from within the zip? I know on Windows it’s possible to open an html file without unzipping, which can lead to missing assets.
I'm on Mac. The download is automatically unzipped, and I've checked the other files to confirm there are no remaining compressed files. Is there a particular browser that works best?
I developed and tested on a Mac as well on both Safari and Chrome and I might've on Firefox too. Which browser are you on? I've noticed some weird stuff going on in other sites with Big Sur Safari so Chrome might be a better bet for now.
