Alright, one last batch of ideas:
- Move the folder so it's at C:\GameJam or something. It's possible renpy isn't reacting well to non-ASCII characters in your user name - if that's not a problem then ignore this.
- Apparently antiviruses can still target programs like this even without leaving logs? It'll also do things like delete files without telling you. You'd have to redownload, whitelist it and maybe run the game as an administrator for good measure. (This nonsense is why I don't use antiviruses anymore - Windows Defender and some common sense have served me fine so far.)
Really hope one of those is enough to sort this out!