Debating if I should try to open a new question, or just post here. This question was never answered. The question is - How do you figure out why the installation failed? I am currently experiencing the exact same issue on trying to add IIS to a server 2019 installation. The wizard immediately goes to the red X pictured above with no explanation for why the install failed and nothing recorded in the system or application event log. So I am looking for the answer to the question - "How to find out why Windows Server feature installation failed?"
I understand I can work around the issue by trying powershell, but would like this answer first.
UPDATE - As I noted in my comment, I was able to work around the issue by using the local server Admin account, rather than the Domain Admin. Upon examining closer, I found the issue is caused by the Domain Admin "Documents" folder being redirected to a network location. Learning this, a more targeted Google search of the problem led me to this article -
And, in case in the future that link dies, the article's solution stated the answer was to change the referenced path in the "Personal" value to a local path (ie: c:\users\Username\Documents) in the registry under HKCU\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
Since I had already completed my installation so I didn't test it, according to the article, you can make the change, and then run the feature installation without rebooting. I assume when you reboot or refresh the group policy, the value will change back to the network location (or you could just manually change it back after the Feature wizard is completed).