Undeletable File And Check Disk Woes?

I downloaded few video files from a streaming website using Internet Download Manager and couple of such files do not playback properly. In Windows Explorer (detailed view and preview pane) it shows the file sizes as few hundred MB (which should be correct) but when I check the file properties (right click file -> properties), it says the file size as 0.

Now it doesn't let me delete the file, rename it or move it saying that Explorer cannot find such file. Tried unlocker. No good. Tried CCleaner. No good. I even ran CCleaner's wipe free space thing. No good.

I thought it was some missing index messing with everything. So I did a regular check disk from Computer but it didn't fix anything. Then I did a full check disk from cmd prompt which ran in the next boot up and didn't fix the problem either.

Now, instead of fixing this issue, the Action Center says that it found a problem with the drive and wants to run check disk every time I boot to Windows. It reboots, runs check disk, doesn't fix anything and gives the same error once again upon reboot.

I can fix it the hard way; that is, move everything from the D: to backup drive, format D: the restore. That's more than 2TB data! Backing up is not a problem because I already have backed up everything I need. Restore is the hard part. Will have to do it overnight anyways.