My install gets approx 80% done then gets an error:-
"An error occurred while trying to rename a file in the destination directory:
MoveFile failed code 2.
The system cannot find the file specified.
Retry, Ignore, Abort"

So not a go guys. I downloaded the game firstly via GOG Downloader, then deleted all files and downloaded via Google Chrome browser download. I get the same error.

Any ideas what's wrong?

Some antivirus software has detected "prophecy.exe" as a virus and removed it while installing .

I guess this detection are incorrect but you should wait for a official statement from GOG.

It's most likely your AV software having a fit. You can try disabling it during the install.