AVG Keeps deleting dll file

Hello Boaz.
Thank you for reaching us here.
Since the issue persists even after disabling AVG protection shields, we believe AVG is not blocking the file.
To make sure, we'd request you to uninstall AVG and try the installation.

So today I wanted to download a file for a game. After I downloaded the file it removes itself directly when I want to open it. I know for sure that it is something in AVG AntiVirus because I tried everything in windows defender and disabled all shields multiple times but still when I download the dll file it deletes itself immediatly. Also a friend without AVG AntiVirus installed the same file and he can open and use it without problems. Usually the solution is to turn the shields of in AVG but this time it won't work and the file is still deleting itself. I hope there is someone who knows what the problem is cause I tried everything in windows defender and avg. (exceptions also won't work cause the file is already deleted before I can put it in exceptions)

Hello Boaz.
Thank you for reaching us here.
Since the issue persists even after disabling AVG protection shields, we believe AVG is not blocking the file.
To make sure, we'd request you to uninstall AVG and try the installation.