Thanks very much for your reply. I have learnt a lot from your advice.
I checked all these files and it appears that they come inpairs: One small size (few MB’s) *.exe file - previously stored on HDD, and one very large size *.zip backup file.
It looks that these *.zip files, which probably contain several compressed files – I could not checked this unless I start messing with the backup, are deleted (quarantined) only because one (“bad”) *.exe file. If that is the case, I will just do a new backup and the next time I won't include backup in scan.