Run-time Error 91 When Downloading File From Link

So I keep getting this 'Run-time error 91' 'Object variable with block variable not set'. I know there is a lot to read so thanks in advance for your time. The line is notated towards the bottom:

Option Explicit

Private Declare PtrSafe Function URLDownloadToFile Lib "urlmon" Alias "URLDownloadToFileA" ( _
    ByVal pCaller As LongPtr, _
    ByVal szURL As String, _
    ByVal szFileName As String, _
    ByVal dwReserved As LongPtr, _
    ByVal lpfnCB As LongPtr) As LongPtr

Sub DownloadSingleFile()

    Dim FileURl As String
    Dim DestinationFile As String
    Dim Ticker As String

    Ticker = Sheets("Grading Sheet").Cells(2, 2)

    FileURl = "~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~"
    FileURl = "C:\VBA\VBA Download.zip"
    
    If URLDownloadToFile(0, FileURl, DestinationFile, 0, 0) = 0 Then
        Debug.Print "File download started"
    Else
        Debug.Print "File download not started"
    End If
    
    
End Sub

Sub LoadWebPage()

    Dim XMLReq As New MSXML2.XMLHTTP60
    Dim VidPageURL As String
    Dim Ticker As String
    
    Ticker = Sheets("Grading Sheet").Cells(2, 2)
    
    VidPageURL = "~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~"
    
    XMLReq.Open "GET", VidPageURL, False
    XMLReq.send
    
    If XMLReq.Status <> 200 Then
        MsgBox "Problem" & vbNewLine & vbNewLine & XMLReq.Status & " - " & XMLReq.statusText
        Exit Sub
    End If
    
    FindFileLink XMLReq.responseText
    
End Sub

Sub FindFileLink(HTMLText As String)
    
    Dim HTMLDoc As New MSHTML.HTMLDocument
    Dim Links As MSHTML.IHTMLElementCollection
    Dim Link As MSHTML.IHTMLElement
    Dim VideoDiv As MSHTML.IHTMLElement
    
    Dim FileURl As String
    Dim Ticker As String
    
    Ticker = Sheets("Grading Sheet").Cells(2, 2)
    
    HTMLDoc.body.innerHTML = HTMLText
    
    Set VideoDiv = HTMLDoc.getElementsByClassName("t11b")(1)
    
    Set Links = VideoDiv.getElementsByTagName("a")

    Debug.Print Links.Length
    For Each Link In Links
        If Link.getAttribute("href") = "~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~" Then
            Debug.Print Link.innerText, Link.getAttribute("href")
            Exit For
        End If
    Next Link
    
    FileURl = Link.getAttribute("href")                               'THIS IS THE LINE THAT IS HIGHLIGHTED WHEN THE ERROR BOX COMES UP
    FileURl = Mid(FileURl, InStr(FileURl, "http"))
    'Debug.Print FileURl
    
    DownloadFileFromPage FileURl
        
End Sub

Sub DownloadFileFromPage(FileURl As String)

    Dim DestinationFile As String

    FileURl = "C:\VBA\VBA Download.zip"
    
    If URLDownloadToFile(0, FileURl, DestinationFile, 0, 0) = 0 Then
        Debug.Print "File download started"
    Else
        Debug.Print "File download not started"
    End If
    
    
End Sub