Gdd There are some idiosyncrasies on Android related to how filenames with an initial dot . are handled: for example I can copy such a file from the device via MTP but I can't copy the same file back, and I can't "open" it on the device either. It might be an issue on the Windows side: I never bothered to investigate it deeper as I still remember the times when I had to patch a DLL just to get rid of a prompt trying to stop me every time from copying over media files because maybe the device cannot play them – starting from that point, the fact that you can access the files without any pestering prompts can already be considered tremendous progress. Anyway, that is by design and no reason for concern. You should be able to access such files normally with an app on the device (there's an option to "show hidden files," since such files are traditionally considered "hidden" by UN*X convention).
From my observation, such files with cryptic unique identifiers inside are par for the course with Chinese apps, and of course the purpose is usually to track you in a more persistent way. A cursory search suggest this particular file could have been created by Shein. If you use such apps, it might be a good idea to check out GrapheneOS's profile functionality so that you can let them do all that stuff in a separate space, and delete it when done. Alternatively you can try to enable storage scopes for such apps.