Grant or renew purchased roles

I think #479836: Roles and File Downloads Not Being Assigned for Anonymous Checkouts should fix that problem. Make sure to start with default predicates, or they might not all be doing what they need to.

It could be that your Conditional Actions aren't set up to move the order status to the correct status automatically. Check the conditions for the predicate that grants the files and roles, and see if any of your orders are in that status. That issue tries to set up several predicates to handle anonymous vs. logged in customers, and shippable vs. unshippable orders. However, it only affects predicates in their default state, so any predicates that have been changed won't be patched, and might not cover all of the bases.

In short, check your Conditional Actions.