Does Zscaler support (.dis) file type?

Does Zscaler support (dis.) file type?

If no, why is it blocking the same? how could we allow the same?

When you say blocking you mean the file control policy is blocking the dis file or the sandox/malware?

Maybe you just need to configure exception as the file could be password protected or encrypted. Example exceptions:

Check your insights logs and see which policy is blocking your file and why (see “Blocked Policy Type and Rule Name” ):