Pihole won't install (no errors, stops after dependencies)

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https://support.microsoft.com/en-us/help/832223/some-dns-name-queries-are-unsuccessful-after-you-deploy-a-windows-base

Note the size of your ENDS udp packet vs mine. It could be the Sophos as well but I'd assume there would be logs showing the udp packet oversize drop.

Edit:

Yours

;; OPT PSEUDOSECTION:
; EDNS: version: 0, flags:; udp: 65494

Mine

;; OPT PSEUDOSECTION:
; EDNS: version: 0, flags:; udp: 4096