You can check the “Creator” tab in the WeMod software to see the current development & update queue. 
This could be an antivirus program not liking a particular cheat. Make sure WeMod is added as an exception. The files you’ll need to whitelist are mentioned here: "Wemod failed loading the cheats into your game" / "We’re having trouble downloading the cheats" - #2 by Ravenfyre.
It could also be due to insufficient system resources, most likely RAM, to run both WeMod and the game together, so your computer deliberately kills one of them to prevent issues like overheating. Just because a computer has, say 16GB of RAM built into it, that doesn’t mean you have 16GB of RAM available to use - other applications on the machine are also using that RAM. Close all unnecessary background processes when playing games to free up more system resources.
Other than that, you can press Win+D to minimise all your open applications and see the desktop. A Pro membership also lets you control the trainer from the Xbox Game Bar or a mobile device.