You can share Live Photos from VideoToLive app and you need to open it with VideoToLive app as well.
Here are few videos on how to open Live Wallpapers that you received.
Downloaded from the store:
If you don't see the VideoToLive app icon, scroll right and tap on the more button to Add it.
Opening from email app:
Tap on the zip file and tap on the share icon. If you don't see the VideoToLive app icon, scroll right and tap on the more button to Add it.
Opening from Message app:
Tap on the zip file and tap on the share icon.
Open from dropbox share url without Dropbox app:
1. Tap on 'continue to website'.
2. Tap on the more button at the top right corner.
3. Tap 'direct download' and 'download'
4. Tap on the down arrow icon at the top right corner.
5. Tap on the file.
Receive via Airdrop: