A few weeks ago i removed the recent downloads icon from my dock on accident (blue folder with an arrow and when you click it, it opens a list of your most recent, and when you start a download in safari it shows the file drop down to the folder).
This folder is not the same as downloads, nor the same as recents. I checked the trash, and the folder is not there. For the time being i have added downloads to my dock, but that just shows everything in my downloads. (Also since the folder has been gone when i download something safari shows the file go to the downloads icon on safari instead of down to the dock)
Right click or hold option and left click the downloads folder you added back to the dock and in the context menu under “Display as” select the “Stack” option.
You can also customize the appearance of the stack with the “View content as” options in that same context menu.