Found solution on DevOps comment: https://dev.azure.com/ITWCP-UKNordics-Projects/DK%20D365%20FO%20Operation/_workitems/edit/6707#18874983
To find the report go to:
I Task description search for e.g. "Standard Audit File for Tax (SAF-T)"
Find the file you are looking for and select Show files. Select "Open" to download the file
Suggestion for Finance: open the XML through notepad so it's easier to read.