Previously, we announced that that the download functionality for shapefile is not working. We have found that there have been other issues in the data download functionality. You may have gotten an empty file or experienced a process so long that you had to give up. These issues would happen when you try to download data on the Species Page in either CSV or shapefile format. These issues have surfaced since October or September 2015.
Some of the issues are fixed as of 2015-12-10 but others remain. In particular, the download as a shapefile is still problematic. Please let us know if you end up with a failure for data download.
Sorry for the inconvenience and thank you for being patient.