Fair enough, but Kolmogorov randomness is an existence concept, not a constructive concept, so I find it weird to talk about having such a string in this case w

Fair enough, but Kolmogorov randomness is an existence concept, not a constructive concept, so I find it weird to talk about having such a string in this case where a real person sets about to generate a concrete file. Can you generate a Kolmogorov random file on your particular Unix system? That requires specifying what "your Unix system" rather rigorously, which seems unpleasant.