I realized the downloads stopped when I started running MD 2019.0 (1832) on my Mac. I rolled back to MD 2017.10 (1706) and my BBVA Compass transaction downloads are working again. So something in the new MD release broke the BBVA Compass downloads for me.
I do have an old Mac Pro (early 2009) that runs Mac OS 10.11.6.
Same issue here @webyan. I forgot that I had updated to the 2019.0 version, and was getting the same error as you, as well as another error "Unsupported version" when I tried to disable then re-enable my BBVA Compass account in Moneydance. I'll try downgrading and see if that fixes it.