Can't delete downloaded files with no extension - "file not found"

A client emailed me some documents in a zip file. I unzipped them on my Windows 10 PC, but they had no file extension. I manually added a .doc extension, and they opened with Word.

I have another copy of the files with no extension in my One Drive folder.

When I try to delete these files, Windows says it cannot find the file.

If I view the Properties of the file, it says the file is 0KB, but File Explorer says they have a >0 file size.

Never seen this symptom before.

Help appreciated.

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