Did you pay for Bloodmoney?
No. It's a coincidence - some site was hacked and had your email address. Developers do not receive your email address if you download a free game. We have no clue actually who the people are downloading our free content.
Yes. Perhaps, but only if the same email address you used for the payment is the one being spammed.
If you hadn't even installed or opened bloodmoney - it's not the game. You will get that windows warning on most games here, simply because they're not downloaded in the quantities that would make the warning go away. In future, bypass that warning by using the app.