Clicking yes to unknown downloads is a very risky practice at the least. My search for G-Spy turned up some kind of cam recording software.
I would scan my computer with MalwareBytes and what ever other security software I had available.
Check your Device Manager panel for unknown devices or yellow triangles. In Device manager explore the details of the mouse driver
. See if G-Spy is mentioned. Also you can search the registry for "G-Spy" or "GSpy" and note what it is associated with.