In practice I have found that the “Zip Documents” module needs a bit of help to be more reliable. Two things you need to look at :
1- Add the generated Zip Document to an entity with generalization of “file” type. Then download that zip file from the new entity object.
2- Both the Zip Documents action as well as the addition of the zip file to the export entity will generate one time use files that will accumulate over time and grow your file storage. If you dont care about this export file after its purpose is served, have a scheduled microflow to cleanup these files every day or so.
Here’s what I use reliably in production