That looks more like your AV, firewall or other security software interfering with it. Either that or not running the trainer as admin. That's not a .NET issue.
Greeeeat. lol. I am having the same issues with the Steam Lightning Returns trainer. I was working yesterday, and there hasn't been anything that has changed on my PC in the last 24 hours.
Sounds like a 'ghost in the machine' situation to me.
I keep opening the trainer, and sometimes I will only get the splash screen for a second; other times the trainer will open all the way. But once I fire up the game, the trainer closes 100% of the time.
Hoping if I just let it sit like you, the situation will fix itself. Makes as much sense as anything...😡