Colon is an illegal filename character (on Windows).
So I'm guessing it is in fact not a colon, but a character that
looks like a colon.
So copy that character, from the source file name, & paste that (character) into the Replace: box & see if it then doesn't do what you want?
https://www.compart.com/en/unicode/U+FE55I created this file with a U+FE55: