- Why is my antivirus blocking Agent Picker?
the executable(.exe) version was compiled in a way that your antivirus doesn't like(?), but yes it is safe, you can review the source code and compile it yourself, you will get the same result.
- What is this "extra protection" ? and why?
The extra protection basically makes the anticheat(Vanguard) not know that the Agent Picker is an AHK. This is a prevention if at some point Vanguard starts to realize that players who pick agents too quickly have AHK open in the background.