right click WTF folder > properties and check if Read Only is ticked, if it’s ticket then untick it and click okay
Edit: Also try to run battlenet app as administrator, run wow, change settings and exit game by waiting those 20 seconds after clicking exit, don’t alt +f4.
It’s a shame, but keep your head up, you are not the only one with this problem, so it’s not strictly on your end there are posts about the same issue throughout the forums