User Agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:99.0) Gecko/20100101 Firefox/99.0
Steps to reproduce:
Clicking this link in Firefox will save a file named COM1:
<a href="data:,Hello%2C%20World%21" download="COM1">download COM1</a>
That's one of the names reserved by Windows, however: https://docs.microsoft.com/en-us/windows/win32/fileio/naming-a-file#file-and-directory-names
All of the other reserved names (CON, PRN, AUX, COM1-9, LPT1-9) except for NUL save. NUL fails to download. Chromium sanitizes these to names like "_COM1.txt".
(I don't know if this actually has to be fixed. There doesn't seem to be a security issue and the user can manually rename the files.)