It's still happening for me, and I thought it was just on Chrome. But I just checked MS Edge, and it's there too.

My main browser is Chrome (Windows 10, Desktop. Not mobile-device)
I've tried...

Nope, I use Google Chrome. On my Windows 10/64bit desktop.
The file, was saved from the web, via click and drag to desktop.
My guess, is that the file was somehow corrupted, mid-download.

I just tried this now. Sorry for the late reply.
Me:
cd\
copied the full filename to enter after the "del" command.
C:\>del \\?\C\Users\<username>\desktop\filename.png (it's a png picture...

I've tried everything I can find
- Right click file, select delete from the list
- rename file (filename might be too long)
- force delete with 3rd party program like Eraser
- CMD (run as...