For anyone trying to get the JAR version of the game to work, I can tell you what I did to get it working.
Note: Don't panic about the name, the All Version exe file is just the Java 8 files and an EXE file. The EXE is, apparently, coded to look for lolilith's throne.jar, so you need to rename the JAR from the regular game.
First, go to this site and download the Lolilith's Throne All Version Exe.7z file and extract it to a folder on your machine. Don't extract it into an older version of the game, create a new folder for this.
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Second, download the latest JAR version on the first post, here on this site, and extract the contents into the same folder that you extracted the lolilith's exe files to.
Third, RENAME the Lilith's Throne_X_X_X_X.JAR to Lolilith's Throne.JAR.
If you want to transfer your saves from another version, just copy the DATA folder from the old copy into this copy.
Now, just double click the exe file and you should be good to go.
Whenever a new version of the game comes out AND it is only the JAR file, you just need to extract the files into the same folder (that you created in the first step), allow it to overwrite any existing files, and then just start the game. You don't need to do the first step once you have that All Exe file extracted.