I have all my user's folders on a different hard drive, D:\ , for space and security reasons. So when I downloaded the program, it ended up in the downloads folder on D:\.
So, I was having this issue trying to run the executable from D:\ and after checking that everything was right with python installation and the c++ distributables were up to date, the program still crashed into this unhandled exception. Then in a stroke of luck decided to move to file to my desktop in my drive C:\ and voilà it run without problem.
So my problem was that I tried to run the program from a different hard drive than C:\
I'm pretty sure that this will not be the case for everyone, but I hope this helps