“Can I recover the wav files I downloaded from the remote machine on the real session?”
Should be possible. You already downloaded the folder in question, so start you Cubase project with VST Connect, do not log in, then apply “Get Local HD files” pointing to that folder.
You say that the folder contains audio from other projects. This probably means you use the same Cubase project for various songs, that’s not a good idea (every Cubase/Nuendo project has a unique identifier that VST Connect refers to), nevertheless it should work even then.
If Cubase/VST Connect crashes during “Get Local HD files” as well, pls write a PM and we’ll examine that.
Furthermore, the latest VST Connect versions create a crash dump, so the very first step for you would be to go to https://helpcenter.steinberg.de/hc/en-us/articles/360012899079 for the latest versions, and some useful information.