The update files for the patcher are usually downloaded into your RO folder temporarily, but as soon as they get attached to the sdata.grf, they will be deleted. Feel free to post a screenshot of these files if you're not sure what they are.
Keep in mind that the AlternativeSakray.exe only patches until November 2008. Afterwards, you have to use the regular Sakray.exe to patch your sdata.grf, just make sure to change the contents of the "patch_allow.txt" to "allow" instead of "deny", and make it write-protected.
When does the patching start for you? AFAIK, if your sakray is updated enough, you shouldn't need ROSakFix anymore...
