Hello everyone hope you are doing well.
Actually I am trying to customize filename created using Mass mail Merge but unable to achive this funcatinality(As its standard functinality I dont know how I can change things using Apex, VFPage or javascript). It will be great if you can help me in that.
How to produce it:
Go to Mass Mail Merge
Step 1. Select list to Include in Mail Merge and 
Step 2. Select Document Types to Generate
Step 3. Select Document Templates

What functionality are you unable to perform?
1)If we create One document then receive one email >one document as attached with file name as follows
Example: File name is
Student1-FirstNameLastName_123456789_16March2021_180305.docx
Custom Field(String & Some special character as -) : Student1-FirstNameLastName
Custom Field(Integer) : 123456789
Custom Field(Date) : 16March2021
Custom Field(Time) : 180305
Custom Field(extension) : .docx
2)If we create multiple documents then receive one email> with multiple documents in zip file(zip file as attachment)
Example: File name is StudentsList.zip (Which contains Custom File for 3 students)Files inside zip folder
Student1-FirstNameLastName_123456789_16March2021_180305.docx
Student2-FirstNameLastName_212233445_16March2021_180305.docx
Student3-FirstNameLastName_334455669_16March2021_180305.docx

Custom Field(String & Some special character as -) : Student1-FirstNameLastName
Custom Field(Integer) : 123456789
Custom Field(Date) : 16March2021
Custom Field(Time) : 180305
Custom Field(extension) : .docx

Looking forward for you help. Thank you :)