It seems clear now that everything's fine, download any fangames you want, as these are likely all false positives (the anti-virus over-reacting).

Of course, be cautious, it is ultimately up to you whether you want to "risk" it or not, I'd advise having an active anti-virus active while downloading Custom Delivery and other Clickteam-based games, but that's up to you. I hope you have a good morning/night/evening/day!