Welcome to the community and Merry Christmas. 
This type of behaviour is very typical of security software on your machine or network interfering with WeMod’s injection of the cheats into the RAM of your machine.
Even if the security software was fine with it before, that can suddenly change at any time after either software updates. Kaspersky is one of the more “heavy-handed” anti-viruses, which tends to be overcautious. Which isn’t a bad thing, of course, just means you sometimes need to be more “hands on” and manually control what it doesn’t let through.
This thread should hopefully help: "Wemod failed loading the cheats into your game" / "We’re having trouble downloading the cheats" - #2 by Ravenfyre.