Native Jira JQL does not have a means to search for the filenames. But there are a few different possible plugins to Jira that can help with this if you need to do this via JQL.
I'd recommend checking out the thread https://community.atlassian.com/t5/Jira-questions/Search-by-attachment-name/qaq-p/305821
I also came across the plugin Search Attachments. This is one possible solution.
If you don't need these results in JQL, and you have access to the SQL database Jira is using, it might be possible to search for attachment filenames via SQL query.
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