What is the best way to download a drawn polygon from Open Street Maps such as https://www.openstreetmap.org/way/438407238#map=13/50.7733/6.1079 with the goal of obtaining a shapefile?
QuickOSM (plugin) for QGIS will be the quick way.
settings in the query (zoom to your area of interest or you will get more boundaries)
you will get a temporary/scratch layer in QGIS when the query is successful
right click the temporary layer >save as shapefile.