Hi @Arsen Abaev ,
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It could be the docx itself, I tried encrypting the docx but they all download fine. As you can see in the image, it is packaged as a .zip to download.
Try the following:
1.Update to the latest CU version of Exchange 2016
2.Use Microsoft Outlook client to open or download attachments from other mailboxes.
3.Use OWA Light version to access other mailboxes. To use OWA Light version, add “? layout = light” to the URL of the other mailbox.
For example: https://owa.contoso.com/owa/******@contoso.com/?layout=light
4.Add this sender to the whitelist.
https://support.microsoft.com/en-us/topic/attachments-can-t-be-downloaded-or-previewed-from-outlook-web-app-16e926a2-f710-4e0d-5ae8-fc5d265ad20f#
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