Hi Rostimon,
Give this a try:
The following workaround which will disable the Unreal Engine installer’s DirectX setup.
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Manually download and install DirectX from here(DO NOT SKIP THIS STEP): Link
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Download the latest Unreal Engine Installer
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Run the installer using the following commandline(replace C:\UnrealEngineInstaller.msi with the path and name of your downloaded installer):
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msiexec /i “C:\UnrealEngineInstaller.msi” SKIP_DIRECTX=“1”