Strange, as you already tried various environments. Ensure you download the file with right-click + Save target of link (or equivalent for the chosen browser), not by a simple left click.

At one time, I saw IE-using people having trouble with zip files being unzipped on the fly because they were served as compressed data and the browser thought it should uncompress it (like when it receives a page compressed on the fly by the server to reduce bandwidth). So they received eg. a .doc file (which was in the archive) but still with a .zip extension and the archive name! Perhaps you had a similar issue. But I am not sure what is in the received file when the zip holds several files.