Please confirm have you waited the recommended time before each step?
After the After the OfflineConversionGoal is set up, wait two hours and then send Microsoft Advertising the OfflineConversion data via the ApplyOfflineConversions operation. It can take up to five hours to view conversion data in the Microsoft Advertising reporting.
As a best practice after an ad click you should wait an hour before uploading offline conversions.
https://video2.skills-academy.com/en-us/advertising/bulk-service/offline-conversion?view=bingads-13
Download of offline conversions is not supported, but you can check conversion reports via both GUI and API.