I don't think that your reasons for not using a database are very good ones.
Installing a database server like MySQL is fairly trivial on windows. Installing the server on Windows is simply a matter of double clicking an installer and answering some question. Specifically the Windows MSI Installer at this link.
The installation process, and configuration of your server is fully documented online
Sure it's a lot of material to have to cover before you can even get started writing code, but you are about to commit to implementing a fairly heavy application that will apparently be making millions of writes a day. It's not the kind of thing you should be doing with a half assed cobbled together process. All of the challenges related to writing large amounts of related data to disc in a reliable, secure, fast and synchronized way have already been solved by teams of very smart people.
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