If the options menu or save system fails to load, ensure the folder is placed on your Desktop rather than a protected system directory (like Program Files) to allow the game to write to its database.
Running the .exe as an administrator is often required for debug builds to properly access the Captivity_Data folder. Purpose of the Debug Build Captivity_v1.0.5bDebug.zip
Antivirus software often flags debug builds (especially the sqlite3.dll or Mono.Data.Sqlite.dll files) as false positives. It is recommended to disable antivirus temporarily while unpacking. If the options menu or save system fails
If you are attempting to run this specific build, note the following developer recommendations from the Captivity Itch.io forum : Captivity_v1.0.5bDebug.zip