Only continue Automator script when Applescript is done

What shell command(s) are you using to do the download? curl? One way to do this would be to add something to the shell script after each download, like:

curl http://whatever/Your/Url/is/file1.xxx;echo ''>file1.deleteme

then make sure your applescript only starts the pdf part after it finds the file1.deleteme file and deletes it. When I do this with curl, it will not make that empty file until it is done downloading.

the AS part could start with something like (danger, not tested):

--within outer loop for each file...
tell application "Finder"
 repeat until exists (pathToDeleteMeFile)--this is built using basename + "deleteme"
  delay 1--one second delay
 end repeat
end tell
--do pdf stuff here for that (each) file

or, if you prefer (or if this makes more sense depending on what your code looks like:

do the shell script for all files, create a more generic deleteme file after they are all done, then do the pdf stuff.

Automator does wait until Run Script actions are done. The problem, at a guess without seeing your code, is that your AppleScript is using some sort of asynchronous download method -- telling Safari, perhaps? -- so the script finishes before the download is actually done. Using a synchronous method, such as the above suggestion of curl(1), should fix things.

By the way, using a Run Script action to call do shell script is a bit silly; you could just use Run Shell Script instead.