Are you aware that Chromium-based browsers like Google Chrome, Chromium, Opera, etc, save the URL of origin for all downloaded files on Windows 10 and Linux? By using this information, you will be able to quickly retrieve the source URL from where you have downloaded your files. Also, you might be unhappy to learn this if you have to share your PC with other users.
Have you ever heard about alternative NTFS streams in Windows? It is a very interesting feature of the file system, NTFS, used in modern Windows versions. It allows storing extra information (e.g. two text files, or a text and an image simultaneously) in a single file. Here's how to list, read, create, and delete alternative NTFS streams in Windows 10.