Correct, histories need to be in a “shared by link” state.
Do this in a way that also shares the datasets, like this (check the box before generating the link). You can unshare to check if you did this already, then regenerate the link:
I would suggest starting over. Not sure why the server errored, but perhaps because of the “objects” (datasets) were not shared originally, or because of opening the link in a new tab (?).
You might need to create the archive again. Enough time has passed that the prior archive has likely cleared by now. That will be important.
I’ll also test to see if not sharing objects is the problem. If I can reproduce it, will report it to our developers so we can make the usage clearer.