Two things worth checking.
First you can see if you have leaks. Using a Debug build (which looks like what you're doing already), from the command prompt you use the -v flag.
C:\Exported Game Folder> "my game.exe" -v
It will show all the resources loading when it opens.
When it closes it may report resources that haven't been freed.
The second possibility is a bug with ColorN(). Search your code for the use of ColorN() and try replacing them.
I had an issue where if you use these in the highest scope of a GDScript, they have some sort of bug/leak in the backend that hangs up the
var my_color = ColorN("white") # Change these to Color(1,1,1), etc.
This is an issue I found in 2.1: https://github.com/godotengine/godot/issues/18216