Sounds like an overactive antivirus doing it. Happens all the time.
Viewing post in my downloads delete them selves
Might be the settings, might be the product. I think Kaspersky is still particularly aggressive - which can be a very good thing depending what you tend to do with your machine.
I’ve had no issues with Avira’s product when it comes to games in the past. Although: They like to force updates, ignoring your settings. Nothing that would require an immediate restart, but if you want your system to run at peak efficiency all the time, you would have to update at least every 2 days.