It works!
I added the last two files (loc_ses.kfs and ses.kfs) and the game worked when I started it.
I guess it's some increased security in Windows 10 that blocked the unzipped game from working, but if you only unzip the data, sessions and sourcemedia folders as well as binkw32.dll, Bonfire Sets Guide.docx, GameuxInstallHelper.dll, Patch info.txt, steam_appid.txt and Trooptalk.txt from the downloaded Bonfire zipfile and copy those over the existing files, it works like a charm
I'm off to explore an entirely new perspective on Olaf