Open a terminal and run the following command.

sqlite3 ~/Library/Preferences/com.apple.LaunchServices.QuarantineEventsV* 'select LSQuarantineDataURLString from LSQuarantineEvent'

If that’s alarming, you can add the following line to your .bash_profile file to clean up the history from time to time.

sqlite3 ~/Library/Preferences/com.apple.LaunchServices.QuarantineEventsV* 'delete from LSQuarantineEvent'

Ref: https://osxdaily.com/2012/07/12/list-download-history-mac-os-x/