You will get false positives with trainers every now and again, no matter where you get them from. It is purely because of the way that trainers work. Simply add WeMod as an exception in your antivirus program.
I have never heard of BullGuard despite being involved in the computing sector for two decades. The lesser-known antiviruses tend to be trigger-happy clowns.
This will help explain: Windows Defender marked WeMod as a Trojan