How to save response of Web component even if error 400 is returned?

are you sure? how did you check this?
to read that file using the file component you will have to remove the /storage/emulated/0 to get a relative path for the file component…
this filename should work for the file component:
/My Documents/Downloads/app_inventor_1605564580403.html
EDIT: but as it is a html document probably better to use a webviewer to display it… in this case use the full path…

Taifun