I rewrote the question from scratch in order to focus on what really is asked and avoid helpdesk-like comments or answers
I have recently faced an issue (two instances of it actually), where one of my windows programs, which is using Firebird embedded engine with normal user rights behaved in an unexpected way. After turning off antivirus on both these machines unexpected behavior subsided. Because of this I think my program is being either sandboxed or is subject to Folder Virtualization (possibility pointed to by Ken White in the comments).
Because of this (sandboxing or virtualization) one user experienced data loss, I want to at least be able to detect when this happens and warn any future user of my app of potential data loss. The only thing is I don't really know how such "features" work. I fear they differ per every AV that can do this. My detection would have to work on windows from WinXP up to Win10.
Please someone point me the right path, I need to resolve this so my app users do not face data loss.