I tried adding all the related .exe files I could find to the exception list, then I disabled my antivirus (as best I can, can't turn Bitdefender off completely), but I still get the same error message.
In the link you showed me, he has paragonchatclient.exe from the Appdata\Roaming\ParagonChat\Bin folder added to his exceptions, but my Bin folder is empty, so I can't select that file to be an exception. Not sure if that matters at this point, as nothing seems to download.