I though I had alleviated the issue but, it is seems that it persists. Leaving the following.

The files were corrupted by either dosbox-sdl2 or by the settings and game Albion.

The threats and viruses detected by Windows 10 were likely just corrupted files.

Possibly the raspberry has been compromised.

I always feel a special sort of dumbness when I realize I have imaginary enemies, and new technology.