Downloaded zip but not opened. Threat?

Hello, we clicked on a link from a cleverly disguised phish which resulted in a zip file getting downloaded to a Win 11 laptop protected by BitDefender. We clicked on the zip file, which asked us to enter a password that was indicated in the original email. At that point, we looked more carefully at the email and realized this was a phish and so we didn't go any further -- the zip remained zipped and we deleted it, then ran full system scans (and every other BitDefender scan we could find). Nothing shows up as a problem, an infection, etc. Does this mean that we are in the clear or is there something else that we should be doing to be certain we didn't accidently download something hazardous when we downloaded the zip file?

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