WargamingErrorMonitor.exe is launched in parallel with the game in order to generate diagnostic files in case of a crash of the game client.
This process does not collect any confidential information.
It's strange moment in case that it's been working for a long time already and suddenly there is an issue. I highly recommend you to create WGCheck report, attach it to the ticket with your discription and wait for the answer. Do not give access before my colleagues ensure everything is safe.