It sounds like you might have some weird permissions error...
Also, does you windows "username" use "non latin" characters? ie special characters with accents like õ ÿ û, cyrillic, or asian characters etc?... It's possible that the app is struggling to find the Electrum data directory in your "C:\Users\YOURUSERNAME\AppData\Roaming\Electrum" folder if "YOURUSERNAME" has "non latin" characters...
No, it does not have any special characters. It was working normally until version 3.0.0, it started not to open when I installed the 3.0.1 version.
EDIT:
Just deleted the "C:\Users\YOURUSERNAME\AppData\Roaming\Electrum" folder and installed the 2.9.3 version - the folder was created again and worked just fine.
Tried to repeat the process for the 3.0.1 version but it didn't work - For some reason the 3.0.1 version is not creating the Electrum folder at "C:\Users\YOURUSERNAME\AppData\Roaming\"