Apologies for the necro, but this functionality is still a mess. Without coming to this thread a player's likely not going to realise it's only non-placables that can be shift - clicked to trash. IMO, the more intuitive behaviour would be to treat each item equally. If you shift - click it, it moves...

Assuming that file is actually there, does the problem still occur if you move factorio to a directory without spaces? Maybe C:\GOG_Games.... etc?