H Dryden, welcome to the community!
I have tested the multi player setup instructions and also had the same issue when installing the second player. Please can you try this method again, but this time you will need to use the msiexec method to install that screen two player. This guide explains how to do that.
Can you update this post to confirm if that solves your issue for installing screen two?
The issue with the installer ending prematurely has been reported to the developers, who are investigating the issue. The msiexec install method should be a suitable workaround for the time being while the issue is resolved.