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Not entirely sure what type of issue you have but even with Windows Defender active you should be able to install it anyway:

Just press "More info" and then select "run anyway" and it should be fine!

Sorry perhaps you've already tried this as I seen we've already mention it

The thing is, I can't press "more info" and then "run anyway" because there's no such button on a message window, it's just a tiny window with a single "ok" button and nothing else. I've tried disabling every antivirus I had and the issue is still present. 

That sounds super weird. Unfortunately we can't reproduce your error on our end. Maybe try another browser to download from to make sure you get the entire exe uninterrupted?