actually I just did it myself.
so ls -l outputs this:
-rw-r--r--@ 1 jmitchell staff 170 May 19 14:07 osx_linux-download_userscript.command
that stuff on the left is the permissions…it doesn’t have execute permission.
run chmod +x osx_linux-download_userscript.command
and that will fix it, you can then run the script like you tried
./osx_linux-download_userscript.command