If you are downloading it from a link provided to you, ensure the source is trusted, as .mp4 files can sometimes be used to mask malicious scripts if not handled through a secure player. Creating a Write-up for Video Content
If your device auto-syncs, check Google Photos or iCloud for recordings made on that specific date.
This specific naming format (Shot YYYYMMDD HHMMSSMS) is common on devices that auto-generate names for recordings to ensure every file remains unique. How to Access or "Download"