I renamed the ClassicStartMenu.exe file and then put it in the startup folder.
It now starts up and runs OK.
If, as I suspect, MS have deliberately blocked the Classic Shell this should be a matter for the EU, after all they were not to keen on just having IE as the web browser.
ClassicShell is the best thing for Windows 8 & 10 machines. The confusion with tiles and metro screen has kept many people I know from using Windows. Best customizable menu out which allows you to also customize the mouse buttons to also use the W10 start menu if you wish and the custom start button feature is my favorite. My favorite is FSU. One of my projects has been creating start buttons for fun.
It is all a bit strange. I upgraded two systems from Windows 8.1 32bit.
The first (new) system with the problem was upgraded by requesting an online update from the Microsoft website.
When I tried to do an online update with the second (old) system it complained about a licence issue. I ended up using the Media Creation tool to make a USB stick. I then started Windows 8.1 and ran the Windows 10 setup from the stick. That worked, but some of the Classic Shell exe files were deleted. So I ran the Classic Shell installation as an administrator. It installed and runs fine. It is not blocked.
I should now be able to do a clean install and activation of Windows 10 on the new system. Classic Shell might not be blocked!