This sounds like Windows Defender in Windows 10 might be deleting the file. Until Bluetail signs the application, you can either stop/disable Windows Defender or allow an exception such as a file type (*.exe) or application(s) that reside in a certain directory. This might help:
Does your Windows 10 defender keep deleting files? Or is your Windows automatically deleting files without asking? Here are solutions for you to recover files getting deleted on Windows 10. Besides, use the practical methods to stop Windows Defender from deleting files.
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You can also disable the Windows prompt to run the executable each time a new version of BTConfig comes out. Just search for Internet Options on your start menu (it can also be found in the classic Control Panel) and get into Internet Options. Click on the "Security" tab, click "Custom level" and scroll down to the "Miscellaneous" area until you find the option "Launching applications and unsafe files (not secure)" and set that to "Enable (not secure)". Click "OK" and then "OK" again to get out of everything and you're all set -- you won't be prompted to run a new executable each time you download an update of BTConfig. This, of course, turns this off for all new executables you attempt to run, so just be aware of that.