[2022] My game is stuck at the download.

If you aren't even able to get to the point where the game is launching, it is a Steam issue. I can only suggest the usual fixes: validating files, uninstall/reinstalling, disabling anti-virus or whitelisting PK in your anti-virus. Make sure you have enough disk space. I know you said you do and have tried some of these tasks already, I'm just listing them all for anyone else that may also stumble upon this thread.

I've had similar issues with installing games myself in the past, usually just removing all the files and reinstalling fixed it. You can also try manually deleting the C:\Users\\AppData\LocalLow\Blue Meridian\Prehistoric Kingdom folder prior to reinstalling, but that will wipe out any keybinds.

I will say what you've described seems to suggest an anti-virus issue to me (or even a disk issue). If the anti-virus deletes the executable as Steam downloads it, it can present similar symptoms.