I was able to find the dmp file, but unfortunately it did not provide any useful information:
On Sat 6/13/2015 3:30:42 AM GMT your computer crashed
crash dump file: C:\Windows\Minidump\setupmem.dmp
and how did you find that minidump? how to enable it? I didn't find any solution for enabling that despite the fact I got minidump enabled in the system.
It was somewhere in the hidden folder for the update, on my system it would be in one of these folders as setupmem.dmp C:$Windows.~BT\Sources\Panther
I tried the upgrade a few more times and they did not create a dmp file and the previous one appears to be gone now.
I disabled everything I could in the BIOS, disconnected all but the Primary Drive and moved it to the Intel SATA channel and it still refused to complete the upgrade.
I don't understand why it shows the mouse cursor twice during the upgrade process (each before a reboot).