I have the same issue: KB5072033 fails repeatedly, with various error codes. At the same time, Update history shows that it is installed. But, the build versions do not match - the About screen shows OS build 26200.7171, whereas this update should bring me to 26200.7462.
I tried several things and finally I found that CBS.log contains the line: Identifier: KB5072033 [HRESULT = 0x800f0991 - PSFX_E_MISSING_PAYLOAD_FILE]2026-01-17 18:34:39, Error CBS Failed to perform operation. [HRESULT = 0x800f0991 - PSFX_E_MISSING_PAYLOAD_FILE]
I also tried the standalone installer, which also failed.
ChatGPT suggests In-place repair upgrade after the DISM repair using the USB that I installed Windows from (less than a month ago) failed as well. For now I am reluctant to do so and I certainly do not want to reinstall, I don't have time for that right now.
I am hoping someone has an idea for that issue. Other updates are installing just fine and the PC is working without any sign of trouble.