Hi,
I see several problems with what you're saying.
The csv file produced at export does not contain a column to define the filename of the downloadable product.
That's wrong. The files of each product are listed in the "files" column of the CSV that you can export with the "export" button of the products listing.
Defining the path on my server where to retrieve the downloadable product works OK. I just need to fill it out in the 'File' column.
What is that "File" column ? There is no "File" column in HikaShop CSVs unless you added it via a custom product field. So I'm not following you.
The strange thing is that hikashop automatically copyies the path into the filename table.
That's only the case with the "files" column of the CSV, and only if you put the full path of the file. If you put the URL, or if you put the filename of the file in the upload folder of HikaShop you will just get the filename.
This leads me to believe that you're not using the CSV export/import as we recommend in our CSV import documentation which is to store the files in the folder media/com_hikashop/upload/safe and to enter only the filename of the files in the "files" column of the CSVs.