You cannot open .004 alone. You must have all preceding parts ( .001 , .002 , .003 ) and any subsequent parts in the same folder.
Right-click only the first file in the sequence ( .001 ). H&R slingshot Island dancing.7z.004
Place H&R slingshot Island dancing.7z.001 through H&R slingshot Island dancing.7z.004 (and more if they exist) in a single dedicated folder. You cannot open