Check this answer here - it does not require a filename, and I'll bet its much easier to use. I've tried quite a few javascript compression/decompression implementations and have been stung by problems such as limits on size of original data, overall speed, efficiency, and so forth. It is oddly difficult to find a good compression/decompression implementation in javascript, but thankfully this one hasn't failed me yet (and I've used it quite a bit):

Compressing a blob in javascript

The implementation you have currently requires the filename because it is trying to be consistent with the zip, so that you can save it for example to a desktop and open it with your favorite zip utility. It sounds like your challenge is very similar to mine, I needed to save and restore compressed items out of local storage in the browser as well as on the server.

Finally I got answer of my question:

• https://github.com/eligrey/Blob.js/
• https://github.com/eligrey/FileSaver.js/

Here is the code:

var xhr = new XMLHttpRequest();
xhr.open("POST", baseURLDownload + "/service/report/QCPReport", true);
xhr.setRequestHeader("Content-type","application/json");
xhr.setRequestHeader("Access-Control-Allow-Origin", "*");
xhr.onreadystatechange = function() {
    if (xhr.readyState == 4 && xhr.status == 200) {
        // alert("Failed to download:" + xhr.status + "---" + xhr.statusText);
        var blob = new Blob([xhr.response], {type: "octet/stream"});
        var fileName = "QCPReport.zip";
        saveAs(blob, fileName);
    }
}
xhr.responseType = "arraybuffer";
xhr.send(JSON.stringify(QCPParameter));

We have solved this problem (partially) by zipping the files directly to the output stream using the blob streams. This avoids the issue of downloading zipping then sending and avoids the delay while this happens (we used ICSharpZipLib, reference). But it still means routing the stream through the web server:

  public void ZipFilesToResponse(HttpResponseBase response, IEnumerable<Asset> files, string zipFileName)
    {
        using (var zipOutputStream = new ZipOutputStream(response.OutputStream))
        {
            zipOutputStream.SetLevel(0); // 0 - store only to 9 - means best compression
            response.BufferOutput = false;
            response.AddHeader("Content-Disposition", "attachment; filename=" + zipFileName);
            response.ContentType = "application/octet-stream";

            foreach (var file in files)
            {
                var entry = new ZipEntry(file.FilenameSlug())
                {
                    DateTime = DateTime.Now,
                    Size = file.Filesize
                };
                zipOutputStream.PutNextEntry(entry);
                storageService.ReadToStream(file, zipOutputStream);
                response.Flush();
                if (!response.IsClientConnected)
                {
                   break;
                }
            }
            zipOutputStream.Finish();
            zipOutputStream.Close();
        }
        response.End();
    }

The storage service simply does this:

public void ReadToStream(IFileIdentifier file, Stream stream, StorageType storageType = StorageType.Stored, ITenant overrideTenant = null)
    {
        var reference = GetBlobReference(file, storageType, overrideTenant);
        reference.DownloadToStream(stream);
    }
private CloudBlockBlob GetBlobReference(IFileIdentifier file, StorageType storageType = StorageType.Stored, ITenant overrideTenant = null)
        {
            var filepath = GetFilePath(file, storageType);
            var container = GetTenantContainer(overrideTenant);
            return container.GetBlockBlobReference(filepath);
        }

If you're downloading a non text file (like a zip file) via ajax, you have to specify a responseType, a binary one, in the example below I set it as blob so that the data you receive in the ajax response will be a blob.
A blob url is created and used in the anchor instead of a bulky data uri.

    $.ajax({
        url:download.attr('href'),
        cache:false,
        xhrFields:{
            responseType: 'blob'
        },
        success: function(data){
            var blobUrl = window.URL.createObjectURL(data);
            const anchor = document.createElement('a');
            anchor.style.display = 'none';
            anchor.href = blobUrl;
            anchor.download = 'download.zip';
            anchor.click();
            hideLoading();
        },
        error:function(){

        }
    });

jQuery 3+ needed for this to work.