How does one suggest to solve this? I have not had problems with Quicken -> Desert Financial Credit Union ever (10 years).
You must have been lucky to have never experienced problems. DFCU, based on discussions that I have seen here in the Community appears regularly, albeit infrequently.
I assume you have followed the instructions in https://www.quicken.com/support/message-when-using-online-services-ol-332-or-ol-330
Since your download connection uses the Direct Connect protocol, you need to contact the bank for help. Only their level 2 or higher support personnel, someone who is familiar with Quicken downloads, will be able to help. I hope that DFCU hasn't stopped supporting Direct Connect without telling their customers first …