Here is how I fixed my problem. No clue if all steps are required.
I have a h115i and had 4.9.0.57 installed, but had the problem with driver signature. Based on huppra's answer, I uninstalled 4.9.0.57 and installed 4.8.3.8.
Nothing changed, still had the problem with the USB driver not signed.
So I went in the device manager, double clicked on "Corsair USBXp Driver", went to the "Driver" tab and clicked "Update Driver".
Searching the driver automatically would tell me I had the latest version.
I clicked "Browse my computer for driver software" and entered "C:\Program Files (x86)\CorsairLink4". It sill told me I had the latest version when I clicked next.
I went back to the browse my computer for driver software screen, and instead I clicked on "Let me pick from a list of available drivers on my computer".
I had two choices, Corsair HydroSeries H115i or HydroSeries H115i. Selecting either was telling my the driver has an authenticode signature. I think I ended up selecting "HydroSeries H115i", I don't know if it matters.
(if all the choices I had were signed, where did the unsigned driver come from? No clue!)
After that, the driver was fine! I opened LINK and my H115i was showing there!
Unfortunately, my CPU temp seemed much higher than before - looking at the changelog, that was fixed in 4.9.0.57 for Ryzen.
So I opened the 4.9.0.57 installer and upgraded my version from 4.8.3.8. The USB driver stayed fine somehow, I could see my H115i in the LINK app, and my CPU temp was back to normal!
