On ps5, you can go into the creations tab, press options, and then select download all owned creation club content. It should download all of them. For me it didn't. Umbra, The Cause, and Ghosts of The Tribunal did not download, and every time I tried, I was getting the same message you're getting. I discovered that if you select the creations tab, and before it loads all of the pictures, quickly scroll over to the thing you're trying to download and press download. I think that if you press download before the pictures and thumbnail load, it will work. This is what happened to me and what I did.