Cheers for the replies guys.The file gets automatically deleted and I don't seem to have an option to undelete it. Looks like I need to google how to whitelist it then.In Chrome go to Downloads when this prompt shows and press "Save this dangerous file" or something like that. i don't use Chrome with English language. If Windows will try to delete it, you must create white list folder in Antivirus where you can save files without Defender scanning contents of this folder.
TYVM.