No worries here either and I'm pretty paranoid about that stuff as well.
The warning message actually comes from Google because the files are above a certain size.
Your computer system, meaning Windows in your case I'm assuming, will initiate a virus scan once the CDP files are open anyway. This is the job that real-time scanning is supposed to do in Windows Defender or whatever else you are using for your antivirus. In my nearly 19 years of Trainzing, I have never run into malware inserted into a CDP.