Have installed twice, and while my AV took exception to Python it hasn't said anything about the .exe file, but not seeing it anywhere in the game or lib folders.

Antivirus software will sometimes get overzealous and delete the exe without even telling you. It should be in the base directory, and if it isn’t it’s likely you need to look at the antivirus rules/history and figure out if it already deleted it beforehand. This sort of false positive used to happen with windows defender, but hasn’t happened in a long time for me.