FileNotFoundError: [Errno 2] No such file or directory

The FileNotFoundError "No such file or directory" error here is referring to the location on your local filesystem, not in the remote Dropbox account. That is, the first parameter you supply to files_download_to_file (and sharing_get_shared_link_file_to_file as well) is the "Path on local machine to save file". (For comparison, files_list_folder lists the contents of the remote Dropbox account.) 

So, you should update your 'download_path' value to point to an actual location on your local filesystem, or otherwise update your local filesystem to contain that path (e.g., put a "downloadfolder" folder in your filesystem root, etc.). 

Also, note that the value you provide there should be the full path, including filename and extension, so you would probably want to make it something like '/downloadfolder/subfolder/file.xlsx', in addition to making sure the folder(s) exist locally.