The only way to download Apple's San Francisco font is from the Apple developer website:

- ###https://developer.apple.com/fonts/

The font isn't licensed for any general use at all. Only paid members of Apple's developer program are allowed to download it and are only allowed to use it for screen mockups, nothing more.

If you aren't an Apple developer you're out of luck. You could get someone who is an Apple developer to download it for you (but that would be against the license too). There are other (non-official) versions out there, but as you have seen you'll get missing font notifications and have to replace the font, which isn't ideal.

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*Update: you no longer need to be a paid Apple developer to download San Francisco from https://developer.apple.com/fonts/, although the license hasn't changed and states only registered Apple developer are permitted to use the font ("You may use this Apple Font only for the purposes described in this License and only if you are a registered Apple Developer, or as otherwise expressly permitted by Apple in writing.")*.