You're getting the error because it think's you're specifying an invalid drive letter. Look at the path you told it to open:
C:\KevsTest\Debug\net6.0\blob:https:\www.xxxxxx.co.uk\c7a70bf0-7495-48f8-b989-be0035eb79fd
There can only ever be a single colon in the path, with a single character before it, specifying the drive letter. You have two colons.
The next problem is you cannot use the File class to open a "file" returned by a URL. You have to use the WebClient class to download the file, then you can open the local copy of the file.
WebClient.DownloadFile Method (System.Net) | Microsoft Learn[
^]