Win 10 1809. I let the Itch.io client handle the install, it has the sandbox turned on. So, it goes under Appdata/roaming/itch/apps/

Ah, went to the folder and the exe launched fine. So Itch’s attempt to launch as a constrained user is at fault?

it errors out with "cannot create subdirectory in temporary directory"

It's a curious peek into an utterly alien landscape.