With thousands of images to process, this might be best done dynamically using javascript when the page loads, processing each image on the page as required. I got ChatGPT to generate this script, which looks suitable:

document.addEventListener('DOMContentLoaded', (event) => {
    // Select all images with .jpeg or .jpg extension
    const images = document.querySelectorAll('img[src$=".jpeg"], img[src$=".jpg"]');

    images.forEach(img => {
        // Get the image source and the filename
        const imgSrc = img.src;
        const imgName = imgSrc.split('/').pop();

        // Create an anchor element
        const anchor = document.createElement('a');
        anchor.href = imgSrc;
        anchor.download = imgName;

        // Wrap the image inside the anchor
        img.parentNode.insertBefore(anchor, img);
        anchor.appendChild(img);
    });
});

You can refine selector in the querySelectorAll method to better target the images, for example if the images are in a specific folder, then you can change the selector to:

document.querySelectorAll('img[src*="/images/"][src$=".jpeg"], img[src*="/images/"][src$=".jpg"]');

Please post a link to an article on your site that contains an image that you want to link.

What we would really like is to add a 'download' option to the Target dropdown list of items. Is that possible?

I will look into this for the next update, but until then you can add a download attribute to any link in the Advanced tab of the Link dialog:

You can actually do this with just the File Manager:

You can still use the File Manager to add a link to an exsiting image.