For the most part Roblox works pretty well, but sometimes you get errors like ‘Failed to Download or Apply Critical Settings.’ Figuring out the problem is a bit of a head-scratcher.

If you get the Failed to create directory message with error=3 when starting Roblox on your Windows PC, use these proven fixes.

If KRNL-Injector failed to find the Roblox process, delete KRNL App data and see. If that doesn't help follow the solutions mentioned in this post to resolve the issue.