Everything looks normal downloading until I click on the button to start "New Game". Then the empty file notices pop out. Shall I just go through the Patreon site?
Click any one of those empty files. Those are slots that you can start a new game in. There are 3 slots so you can have up to three different games going at once in case you want to try different options without erasing your game progress. Looks like the game downloaded fine and you should be able to play it!
I'd love to have you on Patreon to help continue to support the game but it sounds like everything should be working fine, now!