As of August 2022, Midjourney's multi-downloader did not include exact prompts, flags, or other metadata. This is my attempt to provide a stop-gap measure. It downloads any new images (since the last time you ran it) along with their complete metadata.
This requires familiarity with HTTP and the command line. See sync.sh for details.
I cannot provide support—I don't work for Midjourney and don't even have access to documentation for their website's (internal) API. It could break at any time, or do the wrong things because I didn't make the right guess about the parameters I was seeing in the browser's network tab.
If you want a supported option, please ask Midjourney.
2023-02-10: I've stopped playing with Midjourney and can't commit to testing any improvements, so I'm archiving the repo. Check the list of recently updated forks to see if there's a maintained version: https://github.com/timmc/midjourney-history-sync/network