Im having the same problem, my McAfee has never blocked the installation or files when fsx is in use
It might have blocked them while you were downloading and installing, because even if you excluded the file from scanning in the FSX folder, the antivirus might still block them while they are downloaded and installer, that why we always say to download and install with the antivirus off AND configure files. You must do both.
I installed the addon manager, that worked fine. I then installed GSX, then the menu in game disappeared. I could not then use GSX at all.
Then you have a problem with one version of your VC++ libraries, since we can't possibly anticipate which one might be eventually corrupted/missing on each user system, the two installers downloads slightly different versions of the files, requiring different sub-builds of the VC++ libraries, hopefully not all of them are missing/corrupted on your system.
In this case, since the one you seem to have a problem with is the one that comes with the GSX installer, and you said yourself the one in the Stand-Alone Addon Manager installer works fine, then simply install the Stand-Alone Addon Manager AFTER everything else.