Neither of the replies were the solution, but it did point me in a general direction, kind of.
On my computer, changing .qfx to .qbo does work. It works for Wells Fargo and Capital One. The problem with the Capital One .qbo not being read by Quickbooks is the code.
Solution was […]
Resolution for 'Capital One issue: 'Downloading Transaction Mac Desktop – Capital One' available: Yes.
The Capital One issue or error code is a known issue in Quickbooks Online (QBO) and/or Quickbooks. Support for this issue is available either by self-service or paid support options. Experts are available to resolve your Quickbooks issue to ensure minimal downtime and continue running your business. First try to resolve the Capital One issue yourself by looking for a resolution described in the article. If it is a complex Capital One issue or you are unable to solve the issue, you may contact us by clicking here or by using other Capital One support options.
For more information about resolving issues related to Capital One in Quickbooks/QBO or to get support for the issue 'Downloading Transaction Mac Desktop – Capital One', click the link below: