“java” cannot be opened because the developer cannot be verified.

I'm getting “java” cannot be opened because the developer cannot be verified when I try to install coldfusion 2021.

I am on Mac OS 11.3.1 (Coldfusion 2021 is supported on Mac OS v 11 according to this https://helpx.adobe.com/pdf/coldfusion2021-support-matrix.pdf )

I go to system preferences > Security & Privacy - it says "java was blocked from use because it is not from an identified developer" I click Allow Anyway but then cf installer says "Adobe ColdFusion 2021 quit unexpectedly." - I click Reopen and then get "The file can’t be found."

ColdFusion_2021_GUI_WWEJ_osx10.dmg is the file I got from the downloads page.

Can anyone from Adobe help me at all please?