Creo que esto funcionaría.
SELECT n.id,
n.name,
COUNT(DISTINCT l.id) AS locations,
COUNT(DISTINCT d.id) AS downloads
FROM names n LEFT JOIN names_location nl
ON n.id = nl.name_id
LEFT JOIN downloads dl
ON n.id = dl.name_id
LEFT JOIN locations l
ON l.id = nl.location_id
GROUP BY n.id, n.name
