Hello Saucisse2000,
Welcome to the QuickBooks Community! I appreciate the importance of having file names the way you'd like them to keep things organized. I'd be happy to go over the options for file names when you download from QuickBooks Online.
Having more detail about what bills or invoices you're referring to with your question would be helpful. I've got a few ideas of what you could mean though, and I'll go over them with you.
When working with supplier bills in QuickBooks Online, there isn't a way to download those transactions, so I have a feeling that's not what you mean. If you mean you're working with customer invoices, it's absolutely possible to download them via the Print or Preview option when you open the invoice. When you select Print or Preview, then that same option again, the program should open a PDF previewer, where you can select Download. A window to save the file should open up and it'll populate a default file name, but you can change that to whatever you'd like. I recommend taking note of the invoice number before you select to download, then you should be able to easily name the file what you'd like.
My other idea is that you could be downloading your monthly subscription invoices from the Billing & Subscription tab in your account's settings. When you choose to download from here, the program may give you the same options as I just outlined for customer invoices where you can change the name of the file before saving or it may just download the file for you. If it's simply downloading the file for you and that's why you'd like to be able to configure the name of the file in a certain way, that makes sense.
Whether you're downloading customer or subscription invoices, there isn't a way to change the default name that populates. It's a great idea, however, and I recommend sharing it as feedback with our product development team. The article How do I submit feedback? has the steps you can take to do that, and then your thoughts will be forwarded to the product engineers for consideration with future updates. Your feedback means a lot to us since it lets us know how users are working with the program and what would make things even easier for them.
If I've missed what you're looking for with your question, feel free to respond with more details. I'm here to help!