Recently observed that in Dynamics 365 CRM V9.X On-Premises environment, whenever downloading the Entity data from Advanced Find in Excel format, file creating with single colons at the beginning and at the end of the file name using Chrome Browser like the below.

Found that, this issue is related to Chrome Browser version and that was not up to date in the machine, which i am working on.

Updated the Chrome Browser to the latest version and relaunched it again.

It started working as expected !!!