As you've seen by the many replies, the issue seems to be with the latest dsetup.dll file we downloaded from the latest patches. Devs are aware and all we need to do is except the file from Windows Defender. There is more discussion on this topic on Reddit here:
https://www.reddit.com/r/project1999..._startup_file/ . I had the same issue you did... kinda scary when you see the alert but this "threat" seems contained! Enjoy EQ and play with confidence
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