To change the extension:
use a left-to-right override character (found in Kali, search Places for Characters and search for the Left to Right Override.
Next, add the file type you want before the ".exe", but BACKWARDS (.jpg = .gpj, remember, left-to-right override will swap the characters), and insert the special character before the file type desired (so pgj.exe becomes exe.jpg)
finally, zip the file (some OS will remove the override character if this isn't done)