Windows 10 is getting tougher on installations and downloads of software from "Unknown Sources". When you download GCSM, Edge will refuse saying it's from an unknown source. You have to click on download anyway. Then when you go to run the install, Windows 10 steps in blocks it unless you select the Run Anyway button and go through two security steps to make that happen.
Can the publishers report this app to MS as "Safe" so it doesn't happen on future updates?