Under Settings ->Update & Security->Windows Security->App & browser control ->Exploit Protection Settings->System Settings:
Changing the defaults to:
Control Flow Guard (CFG) -> On by default
Data Execution Policy (DEP) -> On by default
Force randomization for images (mandatory ASLR) -> On by default
Randomization memory allocations (bottom-up ASLR) -> On by default
High Entropy ASLR -> On by default
Validate exception chains (SEHOP) -> On by default
Validate heap integrity -> On by default
Causes the game to crash immediately upon starting a match after the loading screen is done. Not sure exactly which setting above it is.
As a temporary work around it is possible to whitelist the COH2 executable under the Program settings tab->Add program to customize:
\RelicCoH2.exe