I just tell windows 11 to allow a Particular file and it will download and install without any problems. Go to Windows Security/Virus & threat protection, scroll down to Virus & threat protection setting, and click on Manage setting, scroll down to Exclusions and click on Add or remove exclusions, when you click on + Add an exclusion grey box you will get a drop down that will give you multiple choice on what you want to exclude, File, folder, File type and process. This should allow you to download even the shadiest of file type or programs if you add it to this list.