OK so the recycle bin is out, as you say the lost file is large and so Windows bypassed that and just directly deleted it. That also makes it less likely that the whole file would have survived, but if the program you tried can see it then maybe there is some hope.
I would say you were going in the right direction with the software idea, but the one you picked is a bit more complicated (and much more expensive) than you need - that one is aimed at recovering formatted drives or partition changes rather than just recover deleted files.
What I would suggest you do is to Google “undelete” or “recover deleted files” or a phrase like that, and then try a few of those programs. You may be able to find one that will do it for free, or that will as a trial recover a single file. As long as you minimise your actual writing files to the drive then you minimise the risk of one of those writes destroying part of the XBox file you are trying to recover. As those programs install on your laptop rather thanthe WD drive then they won’t cause any issues.
Good luck!
