What is going on here?

I installed nextDNS on my Android phone and went through the setup process. I was so pleased with the app, the interface and how it helped me control what was going on on my phone that I decided to install it on my Mac as well. I went to the Apple Store and downloaded nextDNS, I then clicked on the app and nothing visible happened. At least as far as I could see. No app UI opened that I could see, so I rebooted the machine thinking that perhaps it needed to boot after the install.

After the boot I again clicked on the app and, again, nothing visible happened. After a second reboot and a second try I decided to remove it from my machine. But after moving the app to the trash I could not permanently remove it because, I was told, it was running. I changed the app's name in the trash but I should have just saved myself the trouble,. Still could not delete it. I then rebooted in SAFE mode but again I could not delete it. I then checked to see if it was listed as a startup app, but it is not,

So I am completely puzzled. The app appears to be running, but there is no UI, I did not log into my account so I assume it is running in vanilla mode and not doing anything, but how can I either configure it or remove it. What is going on here??? And how can I fix it???

Any help would be greatly appreciated.