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Trouble Installing CTP 2.5: msoledbsql.msi and msodbcsql.msi

Solomon Rutzky spent a lot of time troubleshooting a pernicious issue with SQL Server CTP 2.5 installation:

The other day, I was <sarcasm>blessed / honored / delighted</sarcasm> to waste several hours attempting to install SQL Server 2019 CTP 2.5 over and over again. Each time it would get through the first several steps of the installation process, but then encounter some condition causing it to rollback and finally end with the <sarcasm>super helpful</sarcasm> error message of:

An error occurred for a dependency of the feature causing the setup process for the feature to fail.
 
Use the following information to resolve the error, and then try the setup process again.

That might have been ok had there actually been any information that followed. But no, there was none, not even a small piece of unhelpful information.

Solomon takes us through the blow-by-blow accounting as well as a quick rundown of the solution.