Not really. If hydrus can access the files, anything else running on your machine can as well. You might be able to do something with file permissions, but a bad guy does not find it difficult to overrule that sort of thing. I've thought about adding an 'encrypt all my files', but it adds a lot of hassle for 'open externally' and any other export or external access, and a sufficiently determined attacker can get around it trivially if they again have root access. Essentially, the best way to stop malware doing bad things to you is not to get it in the first place. Some malware even takes screenshots, so even if I could completely protect your files, it would still see you looking at them. If you get infected by someone who specifically does not like you, all bets are generally off.
Running a better firewall than Windows default like TinyWall also works well for this sort of thing. It makes it far less likely that anything that does get on your system can phone home.
As for denying access to other humans snooping your computer, whoever they are, look into proper encryption software. Several users have reported to me that hydrus runs well inside a Truecrypt partition, and I expect the various other similar/successor solutions work well as well. You can keep the whole hydrus folder inside your partition and only have it mounted when you want to view your stuff, and since everything is stored inside the hydrus folder, it'll all be secure and private once you dismount. If you want to keep it lightweight, you can split off a separate copy of hydrus just for your NSFW/pro-democracy literature/evil master plans/My Little Pony fanfic stuff and only stick that in the partition.