It sounds like you might have some weird permissions error...

Also, does you windows "username" use "non latin" characters? ie special characters with accents like õ ÿ û, cyrillic, or asian characters etc?... It's possible that the app is struggling to find the Electrum data directory in your "C:\Users\YOURUSERNAME\AppData\Roaming\Electrum" folder if "YOURUSERNAME" has "non latin" characters...