By default when you go into the Purchased Content on your eDGe through your library, the list is set to display books that are not yet downloaded. It is possible that the store thinks you downloaded both books even though they both aren't on the device

Try the following:

Go to the Purchased Content section through your library. Once there on the left hand side, towards the top of the screen, it should say "Not Downloaded". Below that you will see an icon that looks like a hard drive with a down arrow on it, select this icon. From the list that comes up, select "All Purchased Content". Hopefully your missing book will appear there and you will be able to download it.

As for downloading books individually, yes you can do this. When in your library and browsing your purchased content, you will see a check box to the right of each item. If you mark the check box of a book, etc., a menu will appear at the bottom of the screen with a button that says download. This will allow you to specify any number of books that you would like to download.