It’s quite possible your antivirus has flagged it as a virus as it’s tried to connect to the internet and not been given approval. It’s common that Unreal builds will provide a popup asking for approval to connect to a network. This is down to the various networking aspects that are enabled by default.
You can disable these in the plugins menu - Anything with the following -Online, Network,TCP,UDP,server in there name or description can be disregarded. This would stop any pop up as such.
I would also re download the project files and see how it runs again.