does anyone know how to fix the problem where the download wont work because the download is from a third party website?
Sadly, you can't. I assume you're using the desktop app.
It can only download games through Itch's own platform. As far as I've been able to figure out the past year or so, it simply can't handle third-party downloads. Sadly, as VNs tend to be very graphics/video have, a lot of them just go over the limit Itch can handle.
All you can do is download from a regular browser and run the game directly from its folder, not using itch as a launcher.