I cannot get the install to work, it crashes and doesn't log anything.
I turned off all the options and tried a few ways.
I tried on a few different drives (all with plenty of space and permissions). I am administrator.
I tried LZO and Tez and Gzip on and off.
I tried with no additional components or just some.
Have you checked section "Preparing Your Host Machine", https://docs.hortonworks.com/HDPDocuments/HDP2/HDP-2.4.2-Win/bk_QuickStart_HDPWin/content/Prep_HostM...?
1. system requirement, HDP on windows is supported in windows server edition, not windows client.
2. python and jdk must be pre-installed before installing HDP.