Strange Problem After Windows 10 2004 Update (Can't Download)

I was offered the Windows 10 2004 update from WU and the update went smooth and with no issues. But Now I can no longer download any file to my PC with any browser. My first experience was with VLC saying that a new version is available and I clicked on download and update. The download started normally but stopped at the end with an error that I don't remember. So I opened Edge (Chromium) and tried to download it directly from VLC website. On VLC site, clicked on download and my browser gives me the option to save the file and when I click on save the browser freezes with the save dialog box open. No way to cancel or close and after few minutes just a message (SAVE AS is not responding). The PC was in frozen state also and could not even open task manager. After reboot I tried to do the same thing with Firefox and had the same result!!

SFC and DISM are not finding any errors!

there is also a strange temp file on my desktop e832a733-5db8-4d84-96ad-7fb796bc10ef.tmp when I delete it it comes back!
Maybe someone could give a look and see what it is!?

Here is a link to the tmp file:
Dropbox - e832a733-5db8-4d84-96ad-7fb796bc10ef.tmp - Simplify your life

Have you enough space on your computer
This link maybe useful Can't download files from the internet in Windows 10 [FIX]

Have you in security settings got only install apps from ms store as that can stop install of software

Thanks a lot for your reply guys. Wanted to keep you updated as it may also help others. I finally found out that the problems I was having came from Malwarebytes. If I disable some protections : (for me ransomware and exploit) the problem will stop.
I will report the problem on Malwarebytes forums. I saw others having also problems after 2004 update. But non mentioned the same problem as mine.

The mystery of the temp file still remains btw! Would be nice to know what it is and which app generated it!