After PayPal Express Completion

I've been able to test my "pro" subscription using the gateway for PayPal Express for single payments. I have 2 issues:

I can not find in the documentation how to customize the return URL. I would like it to go to the /downloads page rather that the site's home page. Is that possible? How to I configure it? I see nothing in either the subscription or gateway options.

My second issue is that I have a active email communication set up, 0 days after subscription paid. I have not seen this sent out. What should I check?