I had a similar issue, the TH2 upgrade from WU failed, after downloading, and no indication why or the error shown in WU History.
The WU didn't offer me the TH2 update again, after MANY retires for "Available Updates".
I finally gave up and downloaded the TH2 Windows_build_10586_version_1511.iso (when it was available) from the "WMC link" and upgraded using the "TF instructions".
Upgrading that way way worked for me, but now it seems MS won't offer the latest ISO for updating outside of Windows Update.
I'm glad i don't have a metered ISP plan, and do have decent download speed !
I expect there are many here that will say it's a hardware or software problem with "My PC".
Well, if that's true, why does the upgrade work for me when i use the ISO to do the upgrade ??????
In some ways i hope many users have problems with their new approach, and MS gets the message.
Most PC users (i know) don't hang out in Tech Forums such as Ten Forums, and wouldn't know what to do when things don't work.
They call me or someone else such as a friend or Best Buy and ask for help.
I'm using 7, 8.1, and 10 without problems, they all work for me now, i'm no fan-boy ...