Also, after I download the thread in the search tab, the groups tab that initially had it as incomplete, then shows the download complete icon if that helps any.
It sounds like just a timing issue. That the files are incomplete them become complete when the headers finish importing into the database (on your PC). Searching shouldn't make the existing files complete because the subjects of the search results aren't exactly the same as from headers.
Things are constantly being added to the groups. If you download headers, then spend some time searching, in that time the records on your server might become complete but, you won't see them complete until you download the latest headers again.
We use Giga and Astra.