I have tried to find a way to do this since the first time i touched Webwasher 10 years ago.
I have not been able to find a way to do this outside the context of the web page that you are downloading from.
I believe it's technically impossible.
Not an ideal solution, but you could include a link on the progress page to take you back to the page you were on, and this could be made to open in a new tab. thus giving an easy way back whilst the download is in progress.
I thought of something like that, and am wondering if a blank page with an automatic redirect (in new window/tab) could work. Would save the users from having to click again to download.
I'll test and see how it goes.
Sorry @Trishoar misread your post. Your approach is probably better, I thought you meant replacing the default progress page with a page that has a link to download the file in a new window.
Having a link to the previous page in the progress page is probably even cleaner. I just may try that.
the biggest problem I see is "getting back to where you were". When I download a Debian ISO for example a couple of redirect are made until MWG finally redirects to the Progress Page. There is no way to access the "previously" accessed URL. For some downloads this may work when a Referer header exists, but at least for the Downloads I tried there was no Referer header available, so it is difficult to see where a user was before.
Placing a link to the progress page which creates a new window where the progress page continues is not a problem, however you will see two progress pages then unless you find something clever to redirect the previous window to somewhere else.