Every Game::EntitiesPtrs.pop_back(); call leaks an entity if you didn't delete first. Maybe not oodles, but ClearEntities() certainly leaks.

Clearentities only pops if the pointer is a Null pointer, meaning the object was already removed with delete! ClearEntities() shouldn't leak anything. I always delete the Entities before popping. Also i doubt that the Entity class only takes 16 bytes of memory for each instance.

You're zeroing over constructed STL objects:
SecureZeroMemory(&this->entityData, sizeof(this->entityData));

Thank you! That was the problem. I just manually set everything to default values now and the memory leak is gone. Thanks a lot for the help all!