I was able to create and print to a console using:
AllocConsole();
freopen("CONOUT$", "w", stdout);
std::cout << "This works" << std::endl;
std::cout << "App Started" << std::endl;
This has helped me figure out that the issue is that my code is looking for an asset file which it can't find in the install location, and looking there I can see that the asset files are not there. I need to figure out how to get the installer to put asset files in the installation directory.
If anyone has experience/guides for that, it would be very welcomed :D