Voice Memos - original timestamp and metadata when saving to external drive.
Unfortunately, there's no easier way to trace back to original date/time-stamp using Mac.
If you transfer the particular audio file to a Windows PC, you will still see the same "downloaded" date/time when you right-click File > Go to Properties > under General tab (both Created & Modified dates :(...).
However, when you Go To the "Details" tab and scroll down through the Property list i.e. Title, Album Artist etc.... up until a section called "Origin", you should find your original audio file date under "Media created".
Hope this helps!
MacBook Pro 15″, macOS 10.15