That’s your problem right there :). Windows (entirely reasonably) essentially defines ‘best’ as ‘safest’, so the trust level you’ve given it isn’t sufficient to install an application. You want to explicitly put it in the system (not user) Trusted People store. The linked instructions for using certUtil should do the right thing here.
I’m not familiar with the pathfinding plugin I’m afraid. Plugins in general can require work to be compatible with the UWP fork, since we’ve had to add new platforms for UBT that plugin build.cs files won’t be aware of and so probably won’t handle correctly.
The GetXboxLiveSDK script is something you run on your dev machine, from the Windows shell. It really just grabs and extracts the packages from NuGet, making sure they land in a location where the UE code can find them.