Udemy.z01 is not RAR archive
Solution 1:
A .z01 file is not necessarily a file in the RAR format. This means you cannot unpack it using unrar.
Info about z01
A Z01 file is the first of multiple files that make up a split archive created with select file compression utilities, such as Corel WinZip and WinRAR. It contains one or more files that have been compressed with Zip compression to save space.
Split RAR archives are (in my experience anyway), usually named .r00, .r01, .r02, ...