Okay, well I tried disabling my anti-virus and that didn't work. I also checked my DirectX which is currently 12, so I assume that isn't it. My laptop doesn't have a GEForce 940MX, I looked it up with dxdiag and it says I have Intel HD Graphics 620.
Viewing post in Engine is failing to start.
Yes, your computer has DX12, but the game uses 9.1c43, but that DXSETUP is supposed to verify that. I don't know if it works for Win10 to make sure though...we have 3 Win10 computers here and the game works for them, so I don't think we ever ran DXSETUP to see whether it updates or not for the newer systems; it's pretty much for systems that don't have the latest DX9. Presumably Win10 already has it.
Could you try a driver update for HD 620? https://downloadcenter.intel.com/product/96551/Intel-HD-Graphics-620
Another thing we could try is to search for the file D3dx9d_43.dll on your machine in the Windows directory and delete them (there are probably 2 of them, in different subfolders on Win10...to be safe you could just move them to a place for safekeeping, in case the setup does not recreate them), then download and run https://www.microsoft.com/en-us/download/details.aspx?id=35. Extract the files to a directory, run DXSETUP.
Heyyyy that did it! The drivers were all up to date, apparently I just needed to install DX9 despite having a newer version.
I've not tried play testing it, but it gets past the engine screen and onto the title screen. You really went above and beyond with your help, I want to tell you I'm very thankful!