I haven’t had any installation issues on multiple Windows machines.
Which anti-virus are you running? What are the security settings of your user account, do you have all administrator privileges?
I see you said that nothing happens after you answer the security prompt. At that time, is the installer running but not visible, or has it terminated? You should be able to check that with the details section of Task manager, or sysinternals’ Process monitor. The Windows event log should also have related diagnostic messages if it is having problems running the installation.
Are all the latest Windows updates applied? The latest NET and VC++ runtime?
And this is not a solution, but there is a ZIP version of Rack 2 Free that lets you manually install Rack. The latest is 2.0.3. The standalone Rack Free is functionally almost identical to standalone Rack Pro. The Rack VST isn’t in the free version, of course.