My first thought would be something like "Download Remaining Documents" perhaps. Although I have to say it's a pretty unique feature you got going on there.
I would consider what you are trying to achieve. If the user is expected to (at some point) have downloaded them all, and may at any given point have only downloaded a sub-set of them, then it suggests this might be a kind of "to do" list of some variant.
It's hard to say without some more explanation as to your exact system, but I would lean towards a design where you effectively have two separate lists/grids. One showing downloaded documents, and one showing non-downloaded. Then perhaps you can more easily use terms such as "Download All Pending Documents" and "Download All Processed Documents", etc.
Alternatively you might consider terming non-download documents as "new" documents, on the assumption that once a document is downloaded then it is no longer new. Then it's easy to say: "Download New Documents". (if you choose this option, make it clear which document are new with a little icon or some pretty tag).