Sometimes your anti-virus can delete zip files after they are downloaded.
Maybe you could try:
On your windows defender antivirus add an exclusion for the download folder:
- Go to Windows Settings > Update & Security > Windows Security > Virus & threat protection
- Under Virus & threat protection settings, click Manage settings
- Under Exclusions, click Add or remove exclusions
- Click Add an exclusion, and choose File or Folder
You can either exclude the download folder, or exclude an executable.
This is I’m not sure if this will work, if you try it and it works I'd love to know!