Anyone knows this ZipCosdaz.exe?

Better not touch it.

I just Googled and it is detected as malware. Be very careful with it!

Did Windows Defender fail to spot this malicious app?

It is a dangerous app. Delete it as soon as possible!

I got my computer infected by this malware and took me two hours for a clean reinstall!

File Location: Check where the file is located on your system. If it's in a temporary folder or in a location where you wouldn't expect a program to be, that might be a red flag.

Antivirus Scan: Run a complete antivirus scan on your system. This will help you determine if the file is harmful.

Google Search: Perform a web search for "ZipCosdaz.exe" to see if there are reports or discussions about it online.

Task Manager: Open Task Manager to see if the program is currently running and what resources it is using.
File Properties: Right-click on the file and select Properties to see if there is any information about the publisher or the software it belongs to.

How did you know you had those? Or how did you find them? Was it some software you installed or some file you downloaded?

Redline Stealer malware. The executable indeed installs file archiving tool WinRAR, but with additional “fantastic beasts” like GOZI malware and Redline Stealer.

Zipcosdaz.exe and zipcosdaz1.exe are the actual stealer-related binaries

Stealers take your personal information and send it to an attacker, such as your passwords and logged in sites via cookies. It looks like it's added itself to your Defender exclusions here. Remove everything except the things you absolutely trust, then Download Malwarebytes and run a scan. Change all your passwords and sign out of all accounts in your browsers.

Ideally, you want to do a full reinstall of Windows, but for a lot of people this is super