I can't find my original pictures, but here is a screen grab of a pdf we put in the Support folder of
FotRSU, and the dialog for the DirectX comes right after the dialog to do the path for the install:
You could run the install again, and see if it comes up. It used to for my Steam SH3 & SH5, but I'm not sure what they do now with the Steam installer app...
CapnScurvy did a post on Windows 10, SH4, and the LAA app, if you want to read through his thread "
Windows10; Large Address Aware; SH4 Install"
