I used to have problems with disappearing downloads from safe zone, but have configured the Safe Zone browser (advanced settings), to download to a designated folder of my choice, and after closing Safety Zone it downloaded files remain in that folder.
In AIS version 8, I used to have to download it, go to the desktop, access the virtual folder, and copy it to another location before finally closing Safe Zone.
I was unable to print from the Safety Zone, but in the current version that seems to work OK. I hope this has helped. There used to be a setting in the Safe Zone settings if I remember correctly, that could enable printing from Safe Zone, but that seems to have disappeared in the latest version of AIS.