After research of this topic, it could be related to an issue with the Cache Folder or windows registry, you can try first the follwoing procedure which is described in a Microsoft tech forum:
Also other steps described on the following link:
Please follow the following steps:
** We will stop the windows update service:
- Run "services.msc"
- A new windows will open containing all Windows services on your system.
- Look for "Windows Update".
- Stop the "Windows Update" service.
***We will clean the Windows Update temporary cache folder:
5. Open run
6. Type %windir%\SoftwareDistribution\DataStore in this new window and click OK.
7. This will open Windows Explorer on the correct location.
8. Take a backup from the folder content (just in case any error you can return them back).
9. Delete all folder contents.
**** Start Windows Update again:
- Run "services.msc"
- A new windows will open containing all Windows services on your system.
- Look for "Windows Update".
- Start the "Windows Update" service.
Restart the PC and try again to install the update KB4566425.
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Let me know if you have any more questions.