Thank you for the screenshot. It certainly helps to understand the issue you are facing.
From the screenshot it looks like the folder path along with the filename has exceeded the allowed number of characters on Windows. If you download this file from the Egnyte UI, I am sure you will be able to open the file.
The solution to this will be to shorten the foldernames in the folder path or shorten the filename or move this file to a upper level folder. This is basically a windows limitation where the folder path with file name should not exceed more that 218 characters.