What is the error you are seeing? If the iPhone can run an app that acts as a web server, then the device should be able to connect to it. And have you tested downloading from a computer or something else to see if it works at all?
My first thought is firewalls which is why to test from elsewhere. The other problem is that the browser on the devices does not support all functions that modern browsers do. If the app does it in a way the browser does not support, then the browser cannot download the file. I know nothing about the iOS or Android apps to be able to suggest ones that might work.
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