I've done some research on this. If you download many URLs with multiple threads (I was using 5 threads for about 200 URLs), then tiktok will place your IP address in a penalty box and require a captcha. This shows up in jDownloader as "an error occurred / file not found."
After a few hours, the penalty box on your IP is removed, and things will download normally.
This explains how download failed at first for kizer8, and then started working.
One-download-at-a-time works most of the time, but sometimes tiktok even detects the rapid downloads with one thread and puts me in a penalty box.
It would be good if the tiktok plugin had a specific "max simultaneous downloads" setting of 1 for that host - that would solve most of the problems.
I put a screenshot of the CAPTCHA at
https://imgur.com/4869N7h
Thanks!