Hi
I had a similair problem at a setup with 3 Exchange servers. Two installed the agent without any problems, the third had same error.
I ended up with this
Unistall agent
I had a lib in C:\Program Files\Microsoft\Exchange Server called "transport roles". I removed this ( not the correct one under exchange server\v15 !! )
allowed NETWORK SERVICE read &execute, list folders, read, write, to the folder C:\Program Files\Microsoft\Exchange Server\V15\TransportRoles
downloaded a fresh dlp agent installer
installed this again
and it installed withou any problems 🙂
br
lars