What the eff are you guys even doing?!
This is not not an RPG Maker game, ergo no RTP is needed (though feel free to correct me if I'm wrong), and heck, this doesn't even need locale set to Japanese (WHICH IS DEFINITELY *NOT* DONE THIS WAY: "as for locale its in the pc-settings (dont know how it is named in english) you need to change you region to japanese.", just an FYI) to run it properly.
So yeah, in that regard the OP in saying something redundant. (though what I can positively say, I guess, is that on MY non-Jap locale it ran without any hiccups - but I assume that stands for most (all?) other locales too, probably)
Just extract the game files to somewhere easy (so NOT LIKE D:\Workstuff\Checkup$$*\_xXXzŁłáá\_DONOTOPEON\G-RJ287024\淫紋の迷宮(製品版)\Game\; and more like D:\Games\TriXXX\Crest v1.00\), I would be willing to bet a small amount of money it's the game folder's path or the characters within it that cause the problems for you guys...
OR...
And remember to check if the files and folders are not set to read-only attribute. They all should *not* be. (and/or not in a place where it doesn't have writing priviliges)