Press and hold Volume Up & Power key(s) for 10-12 seconds until the device vibrates and restarts.
​
Do it whilst the device is NOT connected to a power source. So no USB cable.
​
If that doesn't work, a bit more technical, but I'll quickly walkthrough.
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Download https://dl.google.com/android/repository/platform-tools-latest-windows.zip
​
Extract to a folder. Open that folder, hold down shift on your keyboard, right click inside the folder and go to "Open powershell window here"
​
https://i.imgur.com/cI0Kgkp.png
​
Type the command below whilst the phone is connected to your PC with a USB cable
​
https://i.imgur.com/qQ8JaNI.png
​
./fastboot reboot

https://drive.google.com/open?id=1KHiAPZFByHM8boDyTjH7cgyHWcy9OOL4

Managed to recover phone, but lost all my data. :/
Fastboot the following commands to phone :
fastboot --set-active
fastboot reboot
or
fastboot reboot recovery
try it and see if you can recover without deleting user data.

https://community.phones.nokia.com/discussion/22302/stuck-on-download-mode-after-security-update
https://old.reddit.com/r/Nokia/comments/a5i0au/androidone_download_mode_stuck/