PLEX Server uninstalled itself

Uninstall Plex server using the regular Apps control panel of Winsows, just in case it is still listed among the installed apps in there.

Run the Microsoft FixIt! tool which is linked here https://support.microsoft.com/en-us/help/17588/windows-fix-problems-that-block-programs-being-installed-or-removed
and see if it allows you to uninstall any remnants of plex media server.

Uninstall also all versions of the “Microsoft Visual C++ Redistributable” with the ‘year’ number inbetween and including 2015 – 2019.

Reboot Windows.

Download the current versions (both ‘x86’ and ‘x64’) of the “Microsoft Visual C++ Redistributable 2015-2019” from here and install them: https://support.microsoft.com/en-us/help/2977003/the-latest-supported-visual-c-downloads

Download a fresh copy of the installer .exe of Plex server and install it.
During installation, do not modify the installation target folder.