For those of you who are getting this error on a dual-boot machine with an MBR (legacy) partitioned boot drive-- read on.
I, too was having the same problem and getting the same error, even after going through all of the troubleshooting steps. Then the AHA! moment.
One of the many threads I read all over the web talked about corruption and/or lack of space in the boot partition, the small, hidden, NTFS-formatted partition Windows 7 creates as part of the installation process.
Well, mine was neither corrupted nor lacked space. but it wasn't the default (active, in Windows parlance) boot partition. So I toggled the boot bit on both partition 1 (the normal boot partition that contained all of the files under /boot in my Linux system-the bit is now clear so the BIOS will no longer boot from there), and on partition 2 (the previously described Windows boot partition- the bit is now set, so the BIOS boots from that partition).
I then rebooted the system. It booted directly into Windows (not GRUB) where I manually installed the .msu file for the March, 2019 version of KB4474419, then rebooted. As the system come up it went through the normal routine of completing the update. This time it completed the installation and didn't do any rollback. So I manually installed the August, 2019 V2 version of the KB4474419 .msu file (also previously downloaded). Once again, after reboot it completed the installation without failure or rollback.
I have to assume that Windows looks for the partition in the MBR with the boot flag set, and tries to install whatever it needs to install into the boot partition into that "active" partition. Since my normal boot partition is formatted as a btrfs file system, Windows couldn't grok what it found and errored out.
I hope this helps someone else.
ron