I am also trying to trigger a CSV download from a table using a custom HTML button. Our code in the Classic looked like this:

var element = document.createElement('a');
    element.setAttribute('href', 'data:text/plain;charset=utf-8,' + encodeURIComponent(csv));
    element.setAttribute('download', 'Report.csv');
    element.style.display = 'none';
    if (typeof element.download != "undefined") {
      document.body.appendChild(element);
      element.click();
      document.body.removeChild(element);
 } 

I tried changing our code to work with the Modern but appending child to body does not seem to be working.

I tried the code from Jay's question and got the same message he got: "The following unsupported elements or attributes have been removed: attribute href from element a.". Is there any sample code or tips for doing this?

I've managed to get something to work in modern designer. I don't put the link directly on the button in the custom HTML "setup" but rather I change it in the JS after the button is clicked. It requires the user clicking the button twice in order to get the download but it functions. I can elaborate further if you'd like, but that's the gist of it.