That means the file is damaged and can't be used.
One way to accomplish this is by copying to a USB flashdrive formatted in Fat32 format. Any file over 4GB will get inevitably munged.
Since I take it that this is not the case and wherever the humongous image has visited has been in Apple Extended (aka HFS+) or even ExFAT format. In that case either the imaging process failed and the file was damaged from the start, else got corrupted along the way.
Really don't know if someone makes a DMG file repair utility or at least a means of extracting whatever can be salvaged.