As silly as it sounds, on Win 10 one can try running a program with no internet connection. If “SmartScreen” feature is doing things in the background (checking everything unknown against MS databases), it will warn you, that it needs connection. At least for such issues, I would disable it completely. (The option to do this is getting more hidden with time.)
Any downloaded installer’s settings can reveal, that it is “from unknown source” and so “blocked”. “Unblocking” it manually prevents one additional warning.
AV programs, at least some, also can change their own settings silently when “upgraded”. I certainly didn’t alert anybody yesterday to get this message:
All this might not be relevant here, but trying to control all the Windows security software as much as possible can be sensible when developers are dealing with funny behaviour that only happens on some systems.