Yea Windows blocking G*dot executables seems to be a common issue, it did that for me too but the only solutions online were "buy a $200 windows .exe sign permit". Apparently if a bunch of people run the game Windows stops trying to block it but I dunno how that's supposed to work.
For the escape ship not working, did it only fail that one time? If not was there anything specific about what you were doing when it didn't work? I tried playing the demo a bunch of times with different gear/alert levels/alive NPCs but the ship always worked for me. Eventually the player will have to interact with the ship's doors to get in which should solve the issue, but the fact there's apparently a common bug I can't reproduce on my end is spooking me.