Hello! 
This is not uncommon in some games. There are things known as “scripted events” hard-coded in some games which unavoidably have to happen as soon as the scripted event is triggered. For example, falling from a certain height in some games will trigger an instant death script to kill the player (probably before they even hit the ground sometimes), even with health cheats on, because the developers coded their game to work that way. Another example is getting hit by certain boss attacks in some games will trigger an instant scripted death, because the whole point of the battle is to dodge them.
Since scripted events are hard-coded into the game there’s nothing WeMod can do about them.
There could also be something on your PC preventing the cheat from injecting correctly. There’s a link a bit further down this post to help with that.
This also happens in some games though it is much, much rarer. It’s due to the way the game is coded by its developers, which again WeMod has no control over. It’s possible you may be able to resolve this from editing certain .txt documents in the game folder, though I don’t recommend doing this unless you really know what you’re doing, otherwise you’d probably cause corruption to the game save.
What’s this other game you’re referring to?
Windows Defender is an antivirus. Antiviruses are picky things. They might be okay with something one day, then randomly decide next week that they don’t like it anymore. Because of the way trainers work (injecting code into your PC’s RAM), it’s not unusual for antiviruses to mistake game trainers for an attack and delete important parts of the software files.
Follow these instructions here: "Wemod failed loading the cheats into your game" / "We’re having trouble downloading the cheats" - #2 by Ravenfyre.
Another thing to check is to make sure your PC is updated to the latest version of Windows. We’ve had people who haven’t realised their PCs are about 4 or so years out of date because they turned off automatic updates and forgot to check for new ones.