I’m pretty sure it’s not possible to download lossless files from Spotify
Any files in lossless formats from Spotify will not actually become magically lossless by converting them to a lossless format, though they will have a bigger size than the lossy mp3/aac/etc… file they were made from.
Some “Spotify downloaders” actually find the tracks on other sources and download them from there, but I’ve heard that Deemix (or Murglar for Android) with a Deezer ARL is a much better solution.