Hello @Haferl,
How are you? I hope you are well.
I will leave a step-by-step guide below for you to follow:
Disable your Antivirus ( Windows Defender )
Install a VPN
Go to "Settings"
Press "Browse"
Navigate to a directory of your choice (not were TruckersMP is currently installed)
Right click > Select "New" > Click on "Folder" > Create a folder named "TruckersMP"
Click the new folder once to select it
Press "Select Folder"
Press "Save"
Let me know if this worked.
With Kind Regards,
Almeida'