OH I thought you meant you made the game in gamemaker (gamemaker is owned by Opera GX. lol) . haha. You have to export it from GM that way. Hmm, yeah i'm not sure then. If there are any weird files that exist in the .zip that is probably what is causing it.
Another game I was trying to DL had a similar issue (look for my comment there), and for them they just needed to delete some extra files from their zip folder and I was able to DL it. Not sure what file is causing Google Chrome to be skeptical though. :(