Btw I do have antivirus. I have Sophos but it’s completely disabled at the moment.
To give some context, I already had WeMod but I was looking for an up to date version of a cheat for Medieval Dynasty on MrAntiFun’s website. I downloaded it and ran it and then this started to happen and now the update.exe is missing when I try to uninstall.
Welcome to the community. 
This is a common installation issue that is caused by interference from a security program on your computer or network, especially when you say update.exe is missing - only security or “clean-up” programs can generally delete files from your PC (unless you have a malicious virus).
Your antivirus can still have part of the software trapped in its quarantine chest, even when disabled.
Please see here for full troubleshooting: I can’t Install WeMod / “There was a error installing the application” - WeMod App / Support.
Thanks alot, I deleted the rest of the files and reinstalled it, and it now works.
Hello and thank you for the update.
Glad to hear the issue has been resolved and that I was able to help.
Enjoy WeMod and always feel free to pop into the community whenever you need help, have questions or just to grab a free game from the deals & giveaways section.