Cox Support - Please see the two pairs of screenshots below that demonstrate downloading of recorded shows via the Comcast Xfinity app (which is clearly the same as your Cox Contour app) yet the Cox Contour app does not display the "Download" button.
The second image pair was taken just today (as you can see from the date in the upper left corner of the screenshot) and is showing an episode of FBI that was just recorded via your Cloud DVR service, which I have been told is necessary (previously I was using your hard-drive based DVR).
Also in the second image is part of your own website advertising that I should be able to download my Cloud DVR recordings. The URL in the image is https://www.cox.com/residential/tv/learn/dvr.html