Index: src/wp-admin/includes/file.php
===================================================================
--- src/wp-admin/includes/file.php	(revision 43581)
+++ src/wp-admin/includes/file.php	(working copy)
@@ -2043,7 +2043,16 @@
 	$stripped_email       = sanitize_title( $stripped_email ); // slugify the email address
 	$obscura              = wp_generate_password( 32, false, false );
 	$file_basename        = 'wp-personal-data-file-' . $stripped_email . '-' . $obscura;
-	$html_report_filename = $file_basename . '.html';
+
+	/**
+	 * Filters the personal data export html filename
+	 *
+	 * @since 4.9.9
+	 *
+	 * @param string  $file_basename the personal data export file basename.
+	 *
+	 */
+	$html_report_filename = apply_filters( 'wp_personal_export_html_filename', $file_basename ) . '.html';
 	$html_report_pathname = wp_normalize_path( $exports_dir . $html_report_filename );
 	$file                 = fopen( $html_report_pathname, 'w' );
 	if ( false === $file ) {
@@ -2150,7 +2159,7 @@
 
 	$zip = new ZipArchive;
 	if ( true === $zip->open( $archive_pathname, ZipArchive::CREATE ) ) {
-		if ( ! $zip->addFile( $html_report_pathname, 'index.html' ) ) {
+		if ( ! $zip->addFile( $html_report_pathname, $html_report_filename ) ) {
 			$error = __( 'Unable to add data to export file.' );
 		}