Knowing this will help me tell you if it's a security risk or a technical issue.

Use VirusTotal.com to analyze the file securely.

Files named with double extensions, such as .mp4.exe , are typically malware designed to appear as video files while executing malicious code on Windows devices.

Suspicious samples can be sent to security companies like Kaspersky or ESET.

What is the (e.g., is it actually .mp4.exe , .mp4.zip , etc.)?

Windows often hides the true extension (e.g., .exe ), causing file.mp4.exe to look like file.mp4 .