Some of the Eicar test samples aren’t great for this type of testing, as using the https connections would mean that the web shield wouldn’t be monitoring that traffic. Some are also inert (zip files) and may not be scanned by the file shield at the time of download/creation (when the download it saved to the hard drive).

When archive/zip files are unpacked then depending on the file type (executables, etc.) would be scanned by the file system shield.