Hi @Michael Quiring​ , did you try a suggestion provided in this Q&A?

FME Desktop Setup Error: An error occurred while attempting to create the directory: C:\\....\\Document\\FME

I haven't yet tried this. I'll give it a try. Thanks

Well what a lot of bother that turned out to be. The Virus and Threat Protection tab in Windows Security wasn't available. So after much research, I had to edit the registry to make it reappear. Once that was done, I turned off the settings for Virus and Threat Protection and was able to then install the latest FME Desktop sucessfully.

Also worth running the installer as administrator (if the above doesn't work)