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TLDR: If you are using windows N edition and updates are up to date then certain weird media packages and DLL files won't allow you to install, run or fix any directX issues and all will result in internal errors or simply won't tell you the error. Reinstall non Windows N version. Windows N version is just windows without windows media player preinstalled.

I have it working and feel I should report my findings to you incase this comes up again with anyone else. 
The solution is not all that clear cut so some of this is speculation but I believe I, at the very least, have all but confirmed a few things. 

For anyone else having this same issue, you may have been in my boat and this will save you hours and hours of troubleshooting. 

The long and short of it is that this game won't load if you are running Windows 11 N edition. The N edition is windows 11 but without Windows Media Player installed. I know it sounds funny but that makes all the difference after some insane Windows 11 Security patch sometime in the last few months. 

There are a lot of IFs to this as well but IF you had windows 10 N and you updated you won't notice. If you install windows 11 N now you'll see it too. Basically it will prevent any direct X patches from installing correctly. 

- Some games did not show me the same results because I'd installed and played them prior to the most recent windows 11 patches but when I reinstalled the games they all had similar issues being either they simply wouldn't launch at all (e.g. WH40K boltgun) which would get stuck at 'installing microsoft dependencies C++, DirectX, .NET etc) then just not open. 

- Some games did open but without sound. 

- Opening Directxdiag stated an error with finding sound.

- Installing directX redis failed due to internal error.

- Installing directX web patch failed due to internal error.

- .NET fix, SFC or anything else either showed no errors or failed to install. 

- Installing optional update media packages failed to install. 

Long story short is that MS released a patch which has made a few things shit the bed and for some reason windows N prevents directx from installing due to missing audio packages or codecs or something but also won't allow you to install any of them. From what I can tell the only solution is to reinstall with windows non N though I'm not sure what the workaround actually would be in countries where N is mandatory (such as S korea). I'm sure there will be a fix at some point but in the mean time, hopefully you won't waste days of your time like I did.