The message about the "database recovery handle" means that SQL Server did not start when Setup wanted to run configuration.
To find out why SQL Server did not start, check the file C:\Program Files\Microsoft SQL Server\MSSQL15.SQLEXPRESS\MSSQL\ERRORLOG
. (This assumes a default installation.)
If you find a message about 256 misaligned reads, this is a known issue which is Microsoft has posted a workaround for.