So, did the ultimate. Uninstalled Surshark VPN, clean up all registry entries, remove TAP driver, re-download the software, re-boot the system, disable KIS and WiseVector StopX, re-install Surfshark VPN and now I can get its Wireguard connected
Actually, I caught a short glimpse of the SurfsharkTunWin10.exe file being executed during the installation process. I supposed KIS intercepted it and caused the Wireguard not to be connected
After the successful installation I re-enabled KIS and WiseVector StopX
I think the SurfsharkTunWin10.exe is to create the Surfshark Tunnel as shown in my Device Manager which wasn't there previously in my above post