Check your AV quarantine entries.
I had something similar the other day, ran a new version of a program (not calibre) by double clicking on the .exe, not only did nothing happen, but the .exe disappeared from under my nose
For some reason Malwarebytes thought it was malware and quarantined it. . . and I had turned off MWB's notifications messages, hence the abruptly disappearing .exe
I deleted the program from MWB's quarantine pen, and added it into MWBs exclusion list and all was well.
Added : also see
Calibre won't start
BR