First, bear in mind you can paste the standard GA tracking code into your E-junkie-generated thank-you pages. Just go to Seller Admin > Account Preferences > Common Thank-you Page HTML. Whatever code you paste in there would be added to the end of every thank-you page we generate for you, regardless of which item(s) the buyer purchased.
If you still prefer to redirect to a thank-you page on your own site, yes the Common Thank-you Page URL would override product-specific Redirection URLs, which cannot be used with Download products anyway. Product-based Redirection is primarily intended for granting buyers access to premium online content they have paid for, such as an exclusive article, pay-per-view video, members-only site, etc. -- not as redirection to a mere thank-you page.
The instructions on this page have been carefully tailored to help ensure that your buyers will most likely view your site's thank-you page at some point:
E.g., if they do not proceed to your site's thank-you page after checkout because they failed to click the Complete Purchase button, the link in the thank-you email message we send them would lead back to your site's thank-you page.