I've ran into a similar issue with Sakura. In my case, the .exe was tripping up Malwarebytes' heuristic and got quarantined, hence it was reported 'missing' by the OS. (It also tripped up another antivirus by apparently "trying to access the registry". This makes me more concerned than Malwarebytes' heuristic, tbh.) Maybe something similar happened here?
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You need to open your antivirus softwares and make an exception for the ValentyneStoriesNecromancy.exe file so it won't be quarantined and deleted by your antivirus. It happens quite often for new games since VSN (and a lot of other similar games) are still a "new program" for Windows, and isn't recognized yet as a "safe" program. Do not worry, there isn't any malware in the game !