Check the installer exe you downloaded has a good digital signature, in case the file is corrupt (the same file may have been downloaded both times due to e.g. transparent web caching):
Failing that, it is unlikely to be DEP as all our machines have the default DEP setting or more strict settings (my main workstation has DEP enabled for everything) without issues.
If the file is not corrupt/modified then I would look at things unusual to your setup, perhaps a tool which hooks into other programs to change their behaviour, which may be loaded into the installer and going wrong. We have not had any other similar reports in the 21 days since 11.4 was released.