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Mr. Pence 1 & 5 are included in the "Museum of Mr. Pence" remaster collection alongside NEW! Mr. Pence, all of which were made with Clickteam Fusion. I should warn you though that the Mr. Pence 2 remaster was made with TGF (I believe it was the only remaster made with it). Now that I know you were using Windows 10 I'm not entirely sure if it's a compatibility issue, I used Windows 7 at the time I made most of these games, and the last time I've attempted to run them in Windows 10 they seemed to work fine on my end. Either way I'm afraid there isn't much else I can do about this.

What OS are you using? These games were made with The Games Factory, which is ancient software from the 90's, so it may be an incompatibility issue. It might also have something to do with the opening videos used in the other Mr. Pence games, as I recall NEW! Mr. Pence being one of the only games that didn't have an opening video. There are remasters of Mr. Pence 3 & 4 available on MFGG which were done in Clickteam Fusion, so they might work better than these.

It's a false positive. This is a common issue with Clickteam Fusion games, some anti virus scanners flag them as viruses despite that not being the case.