Fixed it today!
Using VS 2017
I updated to the latest 15.9.38 (thought that alone didn’t help)
I was missing a (new?) requirement "NuGet Package Manger"
As stated here:
https://github.com/EpicGames/UnrealEngine
I had installed before a “Nuget targets and build tasks” but not the “NuGet Package Manger”
How to?
Go to: C:\Program Files (x86)\Microsoft Visual Studio\Installer and launch vs_installer.exe
Go to modify and then “individual components”
Check “Nuget package manager”
(in My case for I have also the “Nuget targets and build tasks” checked) Unsure why it’s been a while.
Extra optional (not sure it did something) but I also updated my Window Kit.
It usually comes with VS installation though.
The last one is the one that comes with VS2019
I don’t thing it’s a required step.
Rebooted after all that of course (it may help)
It then built without any errors.