On a system where the install is occurring run the following in Powershell:
Check under Applied Group Policy Objects
Confirm that Policy is being applied. If not work with your ADUC / GP team to resolve.
If it is being applied running the syslog-ng-agent.exe in debug mode will provide further details.
From a CMD prompt run the following as Administrator:
"C:\Program Files\syslog-ng Agent\bin\syslog-ng-agent.exe \D"