cannot download content search result

I'm having a difficult time downloading content search results from the Compliance Portal

I tried to download using with ClickOnce enabled but i still get the following error;

Windows cannot access the specified device, path, or file. You may not have the appropriate permissions to access the item.

I did some research which pointed me to trying to reload the site in IE but it's not working since reloading the page in IE rendered the site blank.

I reached out to MS Support and they said it's a Windows issue, M365 related.

I tried to download using other browsers which I managed to download, however when I tried to run it, the following error appears;

Deployment and application do not have matching security zones.

I tried using other laptops and the result is still the same. I dont understand why downloading a simple file can be so difficult and frustrating.