I have an aplication solution that is builded in Blazor WebAssembly, this one download DLL on the web navigator but Sophos block it with message: "'zeus.mydomain.local/.../ExcelNumberFormat.dll' blocked due to filetype 'Windows Library File (dll)'"
Thanks for reaching out to the Sophos Community Forum.
I suggest adding an exclusion of the type "Website" in the Threat Protection Policy your device is assigned to. You’ll need to enter the top-level domain in the exclusion UI.
Another option would be to create a new Web Control Policy with changes to the "Risky File Types" option so that .dll files are not blocked.