1. and 2.: please check your Windows user privileges and that your Windows user account has enough rights to install everything correctly. You need to set up your firewall or Windows Defender and the controlled folder access. Which VST is missing? Maybe you need to reinstall the program.
3.: this is normal. If you want sound in other applications you need another ASIO driver, for example the free FL Studio ASIO driver that is included in the free demo version of FL Studio. Or you need to use an USB audio interface with its own ASIO drivers. You can also switch to Direct Sound or WASAPI in the Audio / MIDI program settings but then you will not hear anything if you want to record VST instruments. Only playback will have sound with these drivers.
@khwanchai-puanpinta Try to disable the firewall or Windows Defender temporarily. Go into the program settings and click on the button to clean up the store. Maybe this will help. Which VST is missing?
It could be that Windows Defender just deleted many features that Music Maker downloaded from the internet before they could be installed. That is why I suggested to disable it completely.
@khwanchai-puanpinta I think that this Realtek ASIO driver is your problem. Try Magix Low Latency, ASIO4All or FL Studio ASIO or get an USB-audio interface with ASIO drivers. All these work fine for me.