Confirm you are using a recent version of Quicken. Quicken will only support the three most recent versions of its product. While your accounts and transactions may still be stored on an older version, features such as One Step Update will fail. For a list of supported Quicken products please visit https://www.quicken.com/support/quicken-discontinuation-policy
Remove closed accounts from One Step Update. Closed accounts within Direct Connect and One Step Update may impact how Quicken downloads transactions for other active accounts. Check your Account List and be sure to review any hidden accounts to ensure that all closed accounts have been removed from One Step Update.