Hello Andres,
Sorry for the delay in coming back to you. You referenced the product Web Security.Cloud, which is different from the Web Security Service that you are using.
I reached some colleagues from WSS support, and they told me that .zip files aren't unpacked to detect the embedded files extention.
I would still advise you to contact WSS Support team, or to make a post for the correct product, as they will advise you much further and propose ways to achieve your purpose.
Let me know if you have any further question, and have a nice day!
Best regards,
Guillaume Pietkiewicz
Pr. Product Support Engineer
Symantec.Cloud