T6799 needs to be applied to the vsd 3 branch, too.
The config files should end up in %GNUPGHOME%\kleopatra, see https://dev.gnupg.org/T6799#198980
Update: Changed %APPDATA%\gnupg\kleopatra to %GNUPGHOME%\kleopatra. VSD will use %APPDATA%\gnupg-vsd as GNUPGHOME by default.