the light blue happens when you compress a file using windows; not sure if that is drive specific or if each file can do it; you are saying that you can encrypt a file with windows?
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i would suggest trying a different file manager, one might have such a feature
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try : alternative.to and search 'file manager' or 'windows explorer'
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i've been meaning to do so myself for another reason, the new windows explorer does not remember window sizes anymore, nor much else, like folder settings, view settings, etc.