Nexus is a repository manager that uses different repository formats, with the main format being the Maven repository format. Changing the names of artifacts on the server is not possible because it violates the format. They should be located in the directory structure created by groupId, artifactId and version, and use the artifactId-version-classifier.packaging file for file names.
If you need a different file name on the server, you need to look at a different repository format (bad idea). If you need a file name on the client, just download it from the correct name and rename it.
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