Sounds like the 3.3.8 is a "portable" version or possibly the "Standalone" version of Electrum.
If you've already run the Windows Installer (several times by the sounds of it), then Electrum 4.0.9 should now be installed in "C:\Program Files (x86)\Electrum", so you can easily check and confirm if it is there.
When you right click the icon on the desktop that you're using to start Electrum, and select "properties", what is the "Target" that is displayed?

It should say:
"C:\Program Files (x86)\Electrum\electrum-4.0.9.exe"
Like this:
https://i.imgur.com/9OjF0dn.pngIf it says something else, what exactly does it say?

Thank you. As mentioned in my post it is the Windows Installer version. I will follow your instructions and let you know what I find.