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public class ChangeFileName
{
    public void OnMediaRequest(object sender, EventArgs args)
    {
        SitecoreEventArgs eventArgs = args as SitecoreEventArgs;

        MediaRequest mediaRequest = eventArgs?.Parameters?[0] as MediaRequest;


        if (mediaRequest == null)
        {
            return;
        }

        MediaItem mediaItem = MediaManager.GetMedia(mediaRequest.MediaUri).MediaData.MediaItem;

        if(mediaItem == null)
        {
            return;
        }

        HttpRequest request = mediaRequest.InnerRequest;

        request.RequestContext.HttpContext.Response.AddOnSendingHeaders(context =>
        {
            if (CheckFileType(mediaItem))
                context.Response.Headers["Content-Disposition"] = FixFileName(context.Response.Headers["Content-Disposition"]));
        });
    }

}

<event name="media:request">
        <handler type="MyAssembly.ChangeFileName, MyAssembly" method="OnMediaRequest"/>
      </event>

public class ChangeFileName
{
    public void OnMediaRequest(object sender, EventArgs args)
    {
        SitecoreEventArgs eventArgs = args as SitecoreEventArgs;

        MediaRequest mediaRequest = eventArgs?.Parameters?[0] as MediaRequest;
        if (mediaRequest == null)
        {
            return;
        }

        MediaItem mediaItem = MediaManager.GetMedia(mediaRequest.MediaUri).MediaData.MediaItem;
        if(mediaItem == null)
        {
            return;
        }

        HttpRequest request = mediaRequest.InnerRequest;

        request.RequestContext.HttpContext.Response.AddOnSendingHeaders(context =>
        {
            if (CheckFileType(mediaItem))
                context.Response.Headers["Content-Disposition"] = FixFileName(context.Response.Headers["Content-Disposition"]));
        });
    }
}

<event name="media:request">
    <handler type="MyAssembly.ChangeFileName, MyAssembly" method="OnMediaRequest"/>
</event>

Here is the my final solution after the leads from other answers here. I use the media:request event along with the lesser known AddOnSendingHeaders method on Request object that basically gives me a final chance to change headers before IIS sends the request to the client.

public class ChangeFileName
{
    public void OnMediaRequest(object sender, EventArgs args)
    {
        SitecoreEventArgs eventArgs = args as SitecoreEventArgs;

        MediaRequest mediaRequest = eventArgs?.Parameters[0] as MediaRequest;


        if (mediaRequest == null)
        {
            return;
        }

        MediaItem mediaItem = MediaManager.GetMedia(mediaRequest.MediaUri).MediaData.MediaItem;

        if(mediaItem == null)
        {
            return;
        }

        HttpRequest request = mediaRequest.InnerRequest;

        request.RequestContext.HttpContext.Response.AddOnSendingHeaders(context =>
        {
            if (CheckFileType(mediaItem))
                context.Response.Headers["Content-Disposition"] = FixFileName(context.Response.Headers["Content-Disposition"]));
        });
    }

}

Then of course, I had to add the event handler to the config:

<event name="media:request">
        <handler type="MyAssembly.ChangeFileName, MyAssembly" method="OnMediaRequest"/>
      </event>

Here is the my final solution after the leads from other answers here. I use the media:request event along with the lesser known AddOnSendingHeaders method on Request object that basically gives me a final chance to change headers before IIS sends the request to the client.

public class ChangeFileName
{
    public void OnMediaRequest(object sender, EventArgs args)
    {
        SitecoreEventArgs eventArgs = args as SitecoreEventArgs;

        MediaRequest mediaRequest = eventArgs?.Parameters?[0] as MediaRequest;


        if (mediaRequest == null)
        {
            return;
        }

        MediaItem mediaItem = MediaManager.GetMedia(mediaRequest.MediaUri).MediaData.MediaItem;

        if(mediaItem == null)
        {
            return;
        }

        HttpRequest request = mediaRequest.InnerRequest;

        request.RequestContext.HttpContext.Response.AddOnSendingHeaders(context =>
        {
            if (CheckFileType(mediaItem))
                context.Response.Headers["Content-Disposition"] = FixFileName(context.Response.Headers["Content-Disposition"]));
        });
    }

}

Then of course, I had to add the event handler to the config:

<event name="media:request">
        <handler type="MyAssembly.ChangeFileName, MyAssembly" method="OnMediaRequest"/>
      </event>

Here is the my final solution after the leads from other answers here:

public class MediaRequestHandler : Sitecore.Resources.Media.MediaRequestHandler
        {
            protected override bool DoProcessRequest(HttpContext context, MediaRequest request, Media media)
            {
                bool result = base.DoProcessRequest(context, request, media);
            
                if (result && IsRightType(media?.MediaData?.MediaItem))
                    context.Response.Headers["Content-Disposition"] = GetGoodHeaderValue(IsRightType(media.MediaData.MediaItem));
    
                 return result;
            }
        }

Then of course, I had to change the webconfig handler definition from:

<add verb="*" path="sitecore_media.ashx" type="Sitecore.Resources.Media.MediaRequestHandler, Sitecore.Kernel" name="Sitecore.MediaRequestHandler" />

to

<add verb="*" path="sitecore_media.ashx" type="MyAssembly.MediaRequestHandler, MyAssembly" name="Sitecore.MediaRequestHandler" />

The only downside is that I could not patch the webconfig file and I had to change it, so in the next Sitecore update I have to make sure that my change merged in.

Here is the my final solution after the leads from other answers here. I use the media:request event along with the lesser known AddOnSendingHeaders method on Request object that basically gives me a final chance to change headers before IIS sends the request to the client.

public class ChangeFileName
{
    public void OnMediaRequest(object sender, EventArgs args)
    {
        SitecoreEventArgs eventArgs = args as SitecoreEventArgs;

        MediaRequest mediaRequest = eventArgs?.Parameters[0] as MediaRequest;


        if (mediaRequest == null)
        {
            return;
        }

        MediaItem mediaItem = MediaManager.GetMedia(mediaRequest.MediaUri).MediaData.MediaItem;

        if(mediaItem == null)
        {
            return;
        }

        HttpRequest request = mediaRequest.InnerRequest;

        request.RequestContext.HttpContext.Response.AddOnSendingHeaders(context =>
        {
            if (CheckFileType(mediaItem))
                context.Response.Headers["Content-Disposition"] = FixFileName(context.Response.Headers["Content-Disposition"]));
        });
    }

}

Then of course, I had to add the event handler to the config:

<event name="media:request">
        <handler type="MyAssembly.ChangeFileName, MyAssembly" method="OnMediaRequest"/>
      </event>