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.