I downloaded HDP 2.6 Sandbox twice and on both the occasions, the 7-Zip utility showed me "Unexpected End of Data" error/message. I could however, unzip the archive and import the appliance into Oracle VM VirtualBox Manager.
Do I need to be concerned due to the message displayed? Please let me know.
You are right, it's not a 'zip' file, it's an 'Open Virtualization Format Archive' file which I mistakenly assumed to be a zip file. Interestingly, it could be unzipped (using 7-zip) and also, without unzipping, was imported into the Manager.