Prevent logged out users from downloading WooCommerce downloadable product files.

wc-check-direct-download-login-status.php

<?php

function prefix_check_direct_download_link(){
        
	$request = $_SERVER['REQUEST_URI'];
	$parts = explode('&', $request);

	// $parts[0] would be ?download_file=<product_id>
	// We are assuming here... because that's how WooCommerce currently has the URL structured.
	// A more full-proof way would be to use regex
	$download_file_string = $parts[0];

    if( ! is_user_logged_in() && strpos($download_file_string, '?download_file=') !== false){
         $account_url = get_permalink( wc_get_page_id( 'myaccount' ) );
          wp_redirect( $account_url );
          exit;
    }

// This wouldn't be ideal if you accept guest orders because they wouldn't have an account to log in...
// Add more checks as needed    
}
add_action('woocommerce_init', 'prefix_check_direct_download_link');