I have seen this issue with IE 11. Which browser are you using? I have been able to spy the Save As popup within the same object's application model, and I have also seen cases where a different popup can't be spied within the same object's application model. In the latter case, I have had to create a separate object for the popup, and that usually works.
Try this: Manually recreate the condition that causes the message. Then, try to spy it in the application model for your object. If you are not able to spy it, try creating a new object for the "Download Allow Once" popup, with its own application model, and try to spy the popup. In either case, if you are unable to spy using HTML mode, try AA. In the new object, if you go that route, you need to identify the popup window itself as the root element, and the Allow Once button a screen an element.
Hope this helps.