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You can remove the double arrows with Winaero Tweaker. Disable blue arrows icon on folders and files in Windows 10
That's odd.
Blue arrows indicate that the folder is compressed, which means that it should take up less space. That may not work well with ripped BluRay files, but the result should not be larger than the uncompressed file.
Is the drive nearly full? I don't know why compression would be automatically done, but I speculate that's the reason.