I was having the same problem as everyone else, this is what worked for me.
- Go into Windows Settings.
- Search for "Controlled Folder Access" in the search bar and click on the result which will open a new window to the "Ransomware Protection" page in Windows Security.
- On that page click on the link "Allow an app through a controlled folder access".
- Click the "Yes" button on the Windows Security box if it pops up.
- Then on the next page click the "+ Add an allowed app".
- Select "Recently blocked apps" from the drop-down list.
- Click on the "+" next "RDR2.exe" if it's in the list and close the window and you're done.
- If it is not in the list select "Browse all apps" and navigate to the folder where you have the game stored(it should be something like "C:\....\Steam\steamapps\common\Red Dead Redemption 2") and select the "RDR2.exe" and click "open" in the window and that will add it to the safe list.
- That's it, also make sure you have allowed the program through the Windows Defender Firewall if you haven't already. Let me know if it worked for you.