What is the folder you have designated as the folder for Chrome to use?
In Safari, that pref is in Safari Prefs->General->"File download location:". (1st/top image)
Does Chrome have a helpful "Show in Finder" function in each item in its download list? (2nd/bottom image)
Have you downloaded the outstanding and highly recommended "Find Any App"? You could quickly use it to search for "images" created in the "last 5 minutes", for example.
And, since you can see the names of the files, you can even use Finder or Spotlight.