I have got the Remote Media App set up to download 2 image files over http and save them in the Never Send folder, but neither of them seem to get updated when the project is deployed to the Player, why?
Typically, anything placed in the Never Send folder does not get sent in deployments, therefore you should change the location to the Always Send folder (or create a new folder, name it appropriately and change the location in the App settings).
You should also ensure the address inside the Remote Media App is a valid link, i.e. can you copy the URL and does it show an image in an Internet browser? If not then please check or test with a working link.
If you have tried the above options, then perform a full deployment, which is a Complete Refresh, if you are manually deploying and still have this problem then consider deselecting the option to compress files and test. As using Sequential Update may not be updating above changes.