The standard solution to this is to write the download to a temporary hidden file on the same volume and then rename it into place once the download succeeds (or delete it on failure).
That's true when downloading to a file, but Invoke-WebRequest is more curl-like than wget-like. It's designed to return an object/struct rather than simply download a file.
If you want to download many/large files, you're probably better off with Start-BitsTransfer.
