This is a false positive and can be safely ignored. dqxclarity is an unsigned executable that changes frequently - signing a certificate from a trusted authority costs $70-$500 USD per year, which isn’t worthwhile for a hobby project.
You may need to add an exception in your antivirus software to mark the executable as OK.
It’s recommended to add an exclusion for the entire dqxclarity folder.
Your antivirus is removing dqxclarity from your computer after extraction. Add an exclusion for the entire dqxclarity folder in Windows Security (or your antivirus software of choice), then re-extract the zip.
Make sure you clicked Patch Game Files in the Installation Configuration tab before launching the game. This downloads two custom files and places them in your game folder - that’s what enables the in-game menus to be in English.
If you’re still seeing Japanese menus after patching: every time the game updates, it overwrites the modded files. You’ll need to re-click Patch Game Files after each game patch.