I can see in the 'response view' that there are PDF attachments for a particular country.
I click 'Download files for this entry'.
BUT then I get a 'Sorry there are no files for this response' error.

There obviously are files, but it can't download!

It's a very large survey in many languages. Could it be a size issue? If not what can I do to fix this?

just check on the file system itself, it should be in /upload/survey/{SID}/files