The extension will abort on some non-recoverable errors, but can retry after other errors. Next time this happens, please hover on the red "x" and report the error message.
Edit: I see. I have also seen this error several times, but has not found the reason yet. I'll look into it. Tracking at: https://github.com/jingyu9575/multithreaded-download-manager/issues/30
Edit (2018-06-26): A possible reason is found. Now the extension will retry, up to the "maximum retries" option. See https://github.com/jingyu9575/multithreaded-download-manager/issues/30#issuecomment-400112952 for details.
The best download manager for Firefox since DTA. Quantum exchanged flexibility for speed. I am not sure if this decision was right. Flexibility always was the best advantage of Firefox. The most powerful plugins ever... OK, that's about MDM: Easy to use, efficient, small and minimalist. Undoubtedly, a good deal.