I'm not familiar with the .screenflow format. Isn't it actually a folder, with files inside it? If so, navigate into the .screenflow folder and try to download each item in turn to narrow down which one is causing the issue, the check it's permissions - I know other items are downloadable, but this one might be incorrectly set.
The reason why the zip failed sounds like you don't have write permissions to the directory you're trying to create the zip file in.