I'm having trouble exporting my images from server

Hello there,

I’m trying to export my images from my Digitalocean self-hosted droplet. I’ve been looking at the advice given around the web, like here here or here.

It seems to go fine at first, but fails when I get to the saving to desktop part.
First I’m being asked for my password. The reason I mention it is I don’t see it mentioned in the tutorials.
It then fails and I’m given the message “/Users/Max/Downloads: No such file or directory”

Any ideas what I’m doing wrong, someone? I guess I could turn to some MySQL support forum but I thought I’ll start here.

Ubuntu v20.04.3 LTS
Database mysql
Node Version: v14.18.1
Ghost Version: 3.42.7
Ghost-CLI Version: 1.18.0