hey sam.
you are right - that should be made clearer in the completion message that some files did not download successfully. i've added a ticket to track that (https://github.com/meeech/Shopify-Theme-Tool/issues/28)
I haven't had issues with files not uploading - the tool gives a success/fail message only after receiving the response from shopify. so if it says it was uploaded, it should be there.
One trick you can do in the future, if there is some issue with downloading the theme, is to add the theme, turn off the app, go download your .zip of the theme from shopify, and put all the files in the theme folder that the app creates, then start it up. Not ideal, i know, but best workaround at the moment.