Mac osx - strange extra files appearing when downloading files directly.

Hey there JefW - sorry to jump in here; I just wanted to add my two cents on this.

I went through your problem's description and I saw that you mentioned that the files in question had an underscore within their names.

I'm going to take a guess here and say that they probably include a (.) dot too - right?

If I'm correct and that's indeed the case (you're seeing '._' within your files' names), I'll need to inform you that, unfortunately the issue you're seeing is a Mac issue that occurs when copying files with extended attributes metadata into a file system that doesn't support them. Depending on the information stored in the metadata, you may or may not need these files.

These files are called AppleDouble files and more information on how to handle them can be found by searching for: "apple double files"

To avoid this issue if you have your Dropbox folder on an external drive, we recommend ensuring that the drive is formatted in the default file system format for the Operating System that is installed (those would be HFS+ or APFS for Macs). 

Formatting drives may cause data to be deleted. Please consult resources from your Operating System's manufacturer (Apple in your case) for steps and recommendations on formatting drives to a different file system. The most common default file systems are NTFS (Windows), HFS (Mac OS X) or ext4 (Linux).

Let us know if this helped please!