Hello,
I have a similar or same problem. I have terminal servers farm with 10 servers 2019 and I'm unable to install KB5040430 on any of them. I already tried all the steps described in the first answer, but without success. I got error code 0x800f0922.
It fails even I tried to install it manually from catalog. But KB is successfuly downloaded, installed, before restart installation goes to 30%, then after restart it continues to 100% and then starts undoing changes.
Non terminal servers 2019 have no problem with that update, but 10 terminal servers do.
Any other ideas?