It varies by device and operating system, some use memory to assemble the file and is lost when the device is rebooted, other systems have a temporary storage or cache, temporary names and extensions are used until all the pieces completed then all pieces are renamed and assembled into your downloaded file. If your computer crashes there is a possibility these files can remain indefinitively taking up space. That is why you should clean your temporary folders although most modern OS’s take care of that automatically.
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