Update:
I spent a lot of time yesterday using multiple other virus scanners and system checks, including Avira, Spybot and the below mentioned virustotal website and no malware was found anymore.
And this does also include Avira itself, which I did even use on another device with a freshly unzipped folder...
So I totally blame Avira on this false positive here... I am sorry for the confusion.
If it was not completely on Avira's side, then my only explaination would be, that there was some sort of hiccup at the moment after Unreal Engine finished installing (a program which I did not had installed before) and probably the game tried to launch afterwards. But everything bayond that was Avira being too sensitive.
Edit: The game is running normally on my end now.
