I don’t have this issue and both my Max and UE4 4.19 are on E drive.
But I keep having error msg “There is a problem with this Windows Installer package. A program required for this install to complete could not be run. Contact your support personnel or packa…” (yeah, it ended there) and won’t install. Edit: I solve my issue by assigning “everyone” to have full control of %temp% folder.