Thank you for your suggestion. The downloads deleted in the Netflix app were indeed occupying space in my iPhone. But I discovered by chance that when swiping the item to the left, a red DELETE box appeared. Problem solved!
Thank for your reply. I deleted from Netflix app on iPhone. The downloads deleted on Netflix app do show up as occupying space on Settings > General > Storage. When I select EDIT, the circles that appear next to the items cannot be checked to be deleted.