I will refrain from running as admin now
Very good. It is not only malware and spyware, but you should consider that things that are barred behind admin privileges are usually done so because of reasons. An amateur developer might screw up your system settings by accident. Or write at locations that might be fine for the developement version of the game on the developer's computer, but not on the user's system. Things like that.
I am not using the sandbox feature. Should I be?
Tough question. Consider it's existence. Why is it there? Why has Steam no such mode? If you combine amateur developers with the fact that Itch does not verify games or developers and anyone can upload anything - till it gets reported and removed for bad behaviour, you get a strong hint that it might be because of the reasons above. Amateur devs and added security. A malicous or badly programmed game could access your browser and steal session cookies, or delete your favorite image collection by accident.
If there is a dedicated other reason for this feature, I would be interested to know. Maybe it was just implemented, because it is dirt cheap and I think Windows has similar features in recent versions, so they went with the flow. The sandbox mode on Itch just uses a different user for execution of files, so the files of the main user are read and write protected. You can do that by foot, if you create a user and open an exe with shift-right click and run it as that user.
Should you switch to that mode, you cannot access your old save games from within the game.
I've looking into the files for an error log and do not see one, where is it I should be looking?
For those type of games, within the game folder. Like log.txt for example for renpy.
The error you describe can be just about anything. From failing memory chips to malware, problems with graphic drivers or sound drivers, even hardware failures or misconfigured multi monitor setup. Or not having the right to read files
I would try starting one of those renpy games that do not start and look at the log file. It should always create a file. It should start with the date and time and end with something like "Total time until interface ready: 5.32613682747s".
Actually, you just need to look in the folder and open the file from last time.